Source code for gs_quant.target.common

"""
Copyright 2019 Goldman Sachs.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at

  http://www.apache.org/licenses/LICENSE-2.0

Unless required by applicable law or agreed to in writing,
software distributed under the License is distributed on an
"AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
KIND, either express or implied.  See the License for the
specific language governing permissions and limitations
under the License.
"""

import datetime
from typing import Tuple, Union
from enum import Enum
from gs_quant.base import Base, EnumBase, InstrumentBase, Priceable, Scenario, camel_case_translate, get_enum_value


[docs]class AssetClass(EnumBase, Enum): """Asset classification of security. Assets are classified into broad groups which exhibit similar characteristics and behave in a consistent way under different market conditions""" Cash = 'Cash' Commod = 'Commod' Credit = 'Credit' Cross_Asset = 'Cross Asset' Econ = 'Econ' Equity = 'Equity' Fund = 'Fund' FX = 'FX' Mortgage = 'Mortgage' Rates = 'Rates' Loan = 'Loan' Social = 'Social' Cryptocurrency = 'Cryptocurrency' def __repr__(self): return self.value
class AssetType(EnumBase, Enum): """Asset type differentiates the product categorization or contract type""" Access = 'Access' Any = 'Any' AveragePriceOption = 'AveragePriceOption' Basis = 'Basis' BasisSwap = 'BasisSwap' Benchmark = 'Benchmark' Benchmark_Rate = 'Benchmark Rate' Binary = 'Binary' Bond = 'Bond' BondFuture = 'BondFuture' BondFutureOption = 'BondFutureOption' BondOption = 'BondOption' Calendar_Spread = 'Calendar Spread' Cap = 'Cap' Cash = 'Cash' Certificate = 'Certificate' CD = 'CD' Cliquet = 'Cliquet' CMSOption = 'CMSOption' CMSOptionStrip = 'CMSOptionStrip' CMSSpreadOption = 'CMSSpreadOption' CMSSpreadOptionStrip = 'CMSSpreadOptionStrip' Commodity = 'Commodity' CommodityReferencePrice = 'CommodityReferencePrice' CommodVarianceSwap = 'CommodVarianceSwap' CommodityPowerNode = 'CommodityPowerNode' CommodityPowerAggregatedNodes = 'CommodityPowerAggregatedNodes' CommodityNaturalGasHub = 'CommodityNaturalGasHub' CommodityEUNaturalGasHub = 'CommodityEUNaturalGasHub' Company = 'Company' Convertible = 'Convertible' Credit_Basket = 'Credit Basket' Cross = 'Cross' Crypto_Currency = 'Crypto Currency' CSL = 'CSL' Currency = 'Currency' Custom_Basket = 'Custom Basket' Default_Swap = 'Default Swap' Economic = 'Economic' Endowment = 'Endowment' Equity_Basket = 'Equity Basket' ETF = 'ETF' ETN = 'ETN' Event = 'Event' FRA = 'FRA' Fixing = 'Fixing' FixedLeg = 'FixedLeg' FloatLeg = 'FloatLeg' Floor = 'Floor' Forward = 'Forward' Fund = 'Fund' Future = 'Future' FutureContract = 'FutureContract' FutureMarket = 'FutureMarket' FutureOption = 'FutureOption' FutureStrategy = 'FutureStrategy' Hedge_Fund = 'Hedge Fund' Index = 'Index' InflationSwap = 'InflationSwap' Inter_Commodity_Spread = 'Inter-Commodity Spread' InvoiceSpread = 'InvoiceSpread' Market_Location = 'Market Location' MLF = 'MLF' Multi_Asset_Allocation = 'Multi-Asset Allocation' MultiCrossBinary = 'MultiCrossBinary' MultiCrossBinaryLeg = 'MultiCrossBinaryLeg' Mutual_Fund = 'Mutual Fund' Note = 'Note' Option = 'Option' OptionLeg = 'OptionLeg' OptionStrategy = 'OptionStrategy' Pension_Fund = 'Pension Fund' Preferred_Stock = 'Preferred Stock' Physical = 'Physical' Precious_Metal = 'Precious Metal' Precious_Metal_Swap = 'Precious Metal Swap' Precious_Metal_RFQ = 'Precious Metal RFQ' Reference_Entity = 'Reference Entity' Research_Basket = 'Research Basket' Rate = 'Rate' Risk_Premia = 'Risk Premia' Roll = 'Roll' Securities_Lending_Loan = 'Securities Lending Loan' Share_Class = 'Share Class' Single_Stock = 'Single Stock' Swap = 'Swap' SwapLeg = 'SwapLeg' SwapStrategy = 'SwapStrategy' Swaption = 'Swaption' Synthetic = 'Synthetic' Systematic_Hedging = 'Systematic Hedging' VarianceSwap = 'VarianceSwap' VolatilitySwap = 'VolatilitySwap' WeatherIndex = 'WeatherIndex' XccySwap = 'XccySwap' XccySwapFixFix = 'XccySwapFixFix' XccySwapFixFlt = 'XccySwapFixFlt' XccySwapMTM = 'XccySwapMTM' def __repr__(self): return self.value class BasketAction(EnumBase, Enum): """Indicates what was the action taken on basket - create/edit/rebalance""" Create = 'Create' Edit = 'Edit' Rebalance = 'Rebalance' def __repr__(self): return self.value class BondStrikeType(EnumBase, Enum): """The type of the bond strike - price, yield etc""" Price = 'Price' Yield = 'Yield' def __repr__(self): return self.value class BusinessDayConvention(EnumBase, Enum): """Business Day Convention""" Following = 'Following' Modified_Following = 'Modified Following' Previous = 'Previous' Unadjusted = 'Unadjusted' def __repr__(self): return self.value class BuySell(EnumBase, Enum): """Buy or Sell side of contract""" Buy = 'Buy' Sell = 'Sell' def __repr__(self): return self.value class CommodMeanRule(EnumBase, Enum): """Commodity mean rule""" Do_Not_Remove = 'Do Not Remove' Remove_Calculated = 'Remove Calculated' Remove_Fixed = 'Remove Fixed' def __repr__(self): return self.value class CommodUnit(EnumBase, Enum): """A coding scheme value to identify the unit of measure (e.g. Therms) in which the undelryer is denominated.""" Lot = 'Lot' MegaWattHour = 'MegaWattHour' Metric_Ton = 'Metric Ton' Million_British_Thermal_Units = 'Million British Thermal Units' Oil_Barrel = 'Oil Barrel' Troy_Pound = 'Troy Pound' US_Gallon = 'US Gallon' def __repr__(self): return self.value class CountryCode(EnumBase, Enum): """ISO Country code""" AU = 'AU' CX = 'CX' CC = 'CC' HM = 'HM' NF = 'NF' NZ = 'NZ' CK = 'CK' NU = 'NU' TK = 'TK' JP = 'JP' JN = 'JN' EU = 'EU' ER = 'ER' EZ = 'EZ' AT = 'AT' BE = 'BE' FI = 'FI' FR = 'FR' GF = 'GF' PF = 'PF' TF = 'TF' GP = 'GP' MQ = 'MQ' YT = 'YT' NC = 'NC' RE = 'RE' SH = 'SH' PM = 'PM' WF = 'WF' DE = 'DE' GE = 'GE' GR = 'GR' IE = 'IE' IT = 'IT' LU = 'LU' NL = 'NL' AW = 'AW' AN = 'AN' PT = 'PT' ES = 'ES' BY = 'BY' CH = 'CH' SE = 'SE' SW = 'SW' DK = 'DK' FO = 'FO' NO = 'NO' BV = 'BV' SJ = 'SJ' LI = 'LI' GB = 'GB' UK = 'UK' AI = 'AI' IO = 'IO' KY = 'KY' FK = 'FK' GI = 'GI' MS = 'MS' PN = 'PN' GS = 'GS' TC = 'TC' VG = 'VG' JE = 'JE' _02 = '02' US = 'US' AS = 'AS' GU = 'GU' MP = 'MP' PR = 'PR' UM = 'UM' VI = 'VI' CA = 'CA' AR = 'AR' BA = 'BA' BD = 'BD' BG = 'BG' BS = 'BS' BM = 'BM' BO = 'BO' BR = 'BR' CL = 'CL' CN = 'CN' CO = 'CO' CR = 'CR' CZ = 'CZ' DO = 'DO' EC = 'EC' EG = 'EG' GA = 'GA' GT = 'GT' HK = 'HK' HR = 'HR' HU = 'HU' IL = 'IL' IM = 'IM' IR = 'IR' IS = 'IS' JO = 'JO' KE = 'KE' KR = 'KR' KZ = 'KZ' LB = 'LB' LK = 'LK' LT = 'LT' MA = 'MA' MH = 'MH' ML = 'ML' MO = 'MO' MT = 'MT' MX = 'MX' MY = 'MY' NI = 'NI' OM = 'OM' PA = 'PA' PD = 'PD' PE = 'PE' PH = 'PH' PK = 'PK' PL = 'PL' QA = 'QA' RO = 'RO' RU = 'RU' SA = 'SA' SG = 'SG' SI = 'SI' SK = 'SK' SV = 'SV' TH = 'TH' TN = 'TN' TP = 'TP' TR = 'TR' TW = 'TW' UA = 'UA' UY = 'UY' VE = 'VE' VN = 'VN' ZA = 'ZA' BH = 'BH' EE = 'EE' GH = 'GH' ME = 'ME' RS = 'RS' ZM = 'ZM' ZW = 'ZW' TT = 'TT' AE = 'AE' KW = 'KW' BB = 'BB' LV = 'LV' GG = 'GG' CY = 'CY' CI = 'CI' MU = 'MU' PY = 'PY' HN = 'HN' BZ = 'BZ' NA = 'NA' FJ = 'FJ' BW = 'BW' DZ = 'DZ' MN = 'MN' SN = 'SN' TZ = 'TZ' AD = 'AD' AG = 'AG' AL = 'AL' AM = 'AM' AO = 'AO' AZ = 'AZ' BF = 'BF' BI = 'BI' BJ = 'BJ' BN = 'BN' BT = 'BT' CD = 'CD' CF = 'CF' CG = 'CG' CM = 'CM' CU = 'CU' CV = 'CV' CS = 'CS' DJ = 'DJ' DM = 'DM' EH = 'EH' ET = 'ET' FM = 'FM' GD = 'GD' GL = 'GL' GM = 'GM' GN = 'GN' GQ = 'GQ' GW = 'GW' GY = 'GY' HT = 'HT' ID = 'ID' IN = 'IN' IQ = 'IQ' JM = 'JM' KG = 'KG' KH = 'KH' KI = 'KI' KM = 'KM' KN = 'KN' KP = 'KP' LA = 'LA' LC = 'LC' LR = 'LR' LS = 'LS' LY = 'LY' MC = 'MC' MD = 'MD' MG = 'MG' MK = 'MK' MM = 'MM' MR = 'MR' MV = 'MV' MW = 'MW' MZ = 'MZ' NE = 'NE' NG = 'NG' NP = 'NP' NR = 'NR' PG = 'PG' PW = 'PW' RW = 'RW' SB = 'SB' SC = 'SC' SD = 'SD' SL = 'SL' SM = 'SM' SO = 'SO' SR = 'SR' ST = 'ST' SY = 'SY' SZ = 'SZ' TD = 'TD' TG = 'TG' TJ = 'TJ' TL = 'TL' TM = 'TM' TO = 'TO' TV = 'TV' UG = 'UG' UZ = 'UZ' VA = 'VA' VC = 'VC' VU = 'VU' WS = 'WS' YE = 'YE' def __repr__(self): return self.value class CreditOptionStrikeType(EnumBase, Enum): Spread_Adj = 'Spread Adj' Delta = 'Delta' def __repr__(self): return self.value class CreditOptionType(EnumBase, Enum): Payer = 'Payer' Receiver = 'Receiver' def __repr__(self): return self.value class Currency(EnumBase, Enum): """Currency, ISO 4217 currency code or exchange quote modifier (e.g. GBP vs GBp)""" _ = '' ACU = 'ACU' ADP = 'ADP' AED = 'AED' AFA = 'AFA' ALL = 'ALL' AMD = 'AMD' ANG = 'ANG' AOA = 'AOA' AOK = 'AOK' AON = 'AON' ARA = 'ARA' ARS = 'ARS' ARZ = 'ARZ' ATS = 'ATS' AUD = 'AUD' AUZ = 'AUZ' AZM = 'AZM' B03 = 'B03' BAD = 'BAD' BAK = 'BAK' BAM = 'BAM' BBD = 'BBD' BDN = 'BDN' BDT = 'BDT' BEF = 'BEF' BGL = 'BGL' BGN = 'BGN' BHD = 'BHD' BIF = 'BIF' BMD = 'BMD' BND = 'BND' BR6 = 'BR6' BRE = 'BRE' BRF = 'BRF' BRL = 'BRL' BRR = 'BRR' BSD = 'BSD' BTC = 'BTC' BTN = 'BTN' BTR = 'BTR' BWP = 'BWP' BYR = 'BYR' BZD = 'BZD' C23 = 'C23' CAC = 'CAC' CAD = 'CAD' CAZ = 'CAZ' CCI = 'CCI' CDF = 'CDF' CFA = 'CFA' CHF = 'CHF' CHZ = 'CHZ' CLF = 'CLF' CLP = 'CLP' CLZ = 'CLZ' CNH = 'CNH' CNO = 'CNO' CNY = 'CNY' CNZ = 'CNZ' COP = 'COP' COZ = 'COZ' CPB = 'CPB' CPI = 'CPI' CRC = 'CRC' CUP = 'CUP' CVE = 'CVE' CYP = 'CYP' CZH = 'CZH' CZK = 'CZK' DAX = 'DAX' DEM = 'DEM' DIJ = 'DIJ' DJF = 'DJF' DKK = 'DKK' DOP = 'DOP' DZD = 'DZD' E51 = 'E51' E52 = 'E52' E53 = 'E53' E54 = 'E54' ECI = 'ECI' ECS = 'ECS' ECU = 'ECU' EEK = 'EEK' EF0 = 'EF0' EGP = 'EGP' ESP = 'ESP' ETB = 'ETB' EUR = 'EUR' EUZ = 'EUZ' F06 = 'F06' FED = 'FED' FIM = 'FIM' FJD = 'FJD' FKP = 'FKP' FRF = 'FRF' FT1 = 'FT1' GBP = 'GBP' GBZ = 'GBZ' GEK = 'GEK' GHC = 'GHC' GHS = 'GHS' GHY = 'GHY' GIP = 'GIP' GLR = 'GLR' GMD = 'GMD' GNF = 'GNF' GQE = 'GQE' GRD = 'GRD' GTQ = 'GTQ' GWP = 'GWP' GYD = 'GYD' HKB = 'HKB' HKD = 'HKD' HNL = 'HNL' HRK = 'HRK' HSI = 'HSI' HTG = 'HTG' HUF = 'HUF' IDB = 'IDB' IDO = 'IDO' IDR = 'IDR' IEP = 'IEP' IGP = 'IGP' ILS = 'ILS' INO = 'INO' INP = 'INP' INR = 'INR' IPA = 'IPA' IPX = 'IPX' IQD = 'IQD' IRR = 'IRR' IRS = 'IRS' ISI = 'ISI' ISK = 'ISK' ISO = 'ISO' ITL = 'ITL' J05 = 'J05' JMD = 'JMD' JNI = 'JNI' JOD = 'JOD' JPY = 'JPY' JPZ = 'JPZ' JZ9 = 'JZ9' KES = 'KES' KGS = 'KGS' KHR = 'KHR' KMF = 'KMF' KOR = 'KOR' KPW = 'KPW' KRW = 'KRW' KWD = 'KWD' KYD = 'KYD' KZT = 'KZT' LAK = 'LAK' LBA = 'LBA' LBP = 'LBP' LHY = 'LHY' LKR = 'LKR' LRD = 'LRD' LSL = 'LSL' LSM = 'LSM' LTL = 'LTL' LUF = 'LUF' LVL = 'LVL' LYD = 'LYD' MAD = 'MAD' MDL = 'MDL' MGF = 'MGF' MKD = 'MKD' MMK = 'MMK' MNT = 'MNT' MOP = 'MOP' MRO = 'MRO' MTP = 'MTP' MUR = 'MUR' MVR = 'MVR' MWK = 'MWK' MXB = 'MXB' MXN = 'MXN' MXP = 'MXP' MXW = 'MXW' MXZ = 'MXZ' MYO = 'MYO' MYR = 'MYR' MZM = 'MZM' MZN = 'MZN' NAD = 'NAD' ND3 = 'ND3' NGF = 'NGF' NGI = 'NGI' NGN = 'NGN' NIC = 'NIC' NLG = 'NLG' NOK = 'NOK' NOZ = 'NOZ' NPR = 'NPR' NZD = 'NZD' NZZ = 'NZZ' O08 = 'O08' OMR = 'OMR' PAB = 'PAB' PEI = 'PEI' PEN = 'PEN' PEZ = 'PEZ' PGK = 'PGK' PHP = 'PHP' PKR = 'PKR' PLN = 'PLN' PLZ = 'PLZ' PSI = 'PSI' PTE = 'PTE' PYG = 'PYG' QAR = 'QAR' R2K = 'R2K' ROL = 'ROL' RON = 'RON' RSD = 'RSD' RUB = 'RUB' RUF = 'RUF' RUR = 'RUR' RWF = 'RWF' SAR = 'SAR' SBD = 'SBD' SCR = 'SCR' SDP = 'SDP' SDR = 'SDR' SEK = 'SEK' SET = 'SET' SGD = 'SGD' SGS = 'SGS' SHP = 'SHP' SKK = 'SKK' SLL = 'SLL' SRG = 'SRG' SSI = 'SSI' STD = 'STD' SUR = 'SUR' SVC = 'SVC' SVT = 'SVT' SYP = 'SYP' SZL = 'SZL' T21 = 'T21' T51 = 'T51' T52 = 'T52' T53 = 'T53' T54 = 'T54' T55 = 'T55' T71 = 'T71' TE0 = 'TE0' TED = 'TED' TF9 = 'TF9' THB = 'THB' THO = 'THO' TMM = 'TMM' TND = 'TND' TNT = 'TNT' TOP = 'TOP' TPE = 'TPE' TPX = 'TPX' TRB = 'TRB' TRL = 'TRL' TRY = 'TRY' TRZ = 'TRZ' TTD = 'TTD' TWD = 'TWD' TZS = 'TZS' UAH = 'UAH' UCB = 'UCB' UDI = 'UDI' UFC = 'UFC' UFZ = 'UFZ' UGS = 'UGS' UGX = 'UGX' USB = 'USB' USD = 'USD' UVR = 'UVR' UYP = 'UYP' UYU = 'UYU' VAC = 'VAC' VEB = 'VEB' VEF = 'VEF' VES = 'VES' VND = 'VND' VUV = 'VUV' WST = 'WST' XAF = 'XAF' XAG = 'XAG' XAU = 'XAU' XPD = 'XPD' XPT = 'XPT' XCD = 'XCD' XDR = 'XDR' XEU = 'XEU' XOF = 'XOF' XPF = 'XPF' YDD = 'YDD' YER = 'YER' YUD = 'YUD' YUN = 'YUN' ZAL = 'ZAL' ZAR = 'ZAR' ZAZ = 'ZAZ' ZMK = 'ZMK' ZMW = 'ZMW' ZRN = 'ZRN' ZRZ = 'ZRZ' ZWD = 'ZWD' AUd = 'AUd' BWp = 'BWp' EUr = 'EUr' GBp = 'GBp' ILs = 'ILs' KWd = 'KWd' MWk = 'MWk' SGd = 'SGd' SZl = 'SZl' USd = 'USd' ZAr = 'ZAr' def __repr__(self): return self.value class CurrencyName(EnumBase, Enum): """Currency Names""" _ = '' United_States_Dollar = 'United States Dollar' Australian_Dollar = 'Australian Dollar' Canadian_Dollar = 'Canadian Dollar' Swiss_Franc = 'Swiss Franc' Yuan_Renminbi_Hong_Kong = 'Yuan Renminbi (Hong Kong)' Czech_Republic_Koruna = 'Czech Republic Koruna' Euro = 'Euro' Pound_Sterling = 'Pound Sterling' Japanese_Yen = 'Japanese Yen' South_Korean_Won = 'South Korean Won' Malasyan_Ringgit = 'Malasyan Ringgit' Norwegian_Krone = 'Norwegian Krone' New_Zealand_Dollar = 'New Zealand Dollar' Polish_Zloty = 'Polish Zloty' Russian_Rouble = 'Russian Rouble' Swedish_Krona = 'Swedish Krona' South_African_Rand = 'South African Rand' Yuan_Renminbi_Onshore = 'Yuan Renminbi (Onshore)' def __repr__(self): return self.value class DayCountFraction(EnumBase, Enum): """Day Count Fraction""" ACT_OVER_360 = 'ACT/360' ACT_OVER_365_Fixed = 'ACT/365 (Fixed)' ACT_OVER_365_ISDA = 'ACT/365 ISDA' ACT_OVER_ACT_ISDA = 'ACT/ACT ISDA' _30_OVER_360 = '30/360' _30E_OVER_360 = '30E/360' def __repr__(self): return self.value class Field(EnumBase, Enum): """Field to be returned""" investmentRate = 'investmentRate' startingEmmaLegalEntityId = 'startingEmmaLegalEntityId' mdapiClass = 'mdapiClass' totalNotionalUSD = 'totalNotionalUSD' bidUnadjusted = 'bidUnadjusted' aggressiveFillsPercentage = 'aggressiveFillsPercentage' vehicleType = 'vehicleType' totalFatalitiesByState = 'totalFatalitiesByState' newActive = 'newActive' dailyRisk = 'dailyRisk' energy = 'energy' sunshineDailyForecast = 'sunshineDailyForecast' sentimentScore = 'sentimentScore' _0 = '0' _1 = '1' _2 = '2' _3 = '3' correlation = 'correlation' exposure = 'exposure' size = 'size' _4 = '4' _5 = '5' _6 = '6' _7 = '7' marketDataAsset = 'marketDataAsset' _8 = '8' _9 = '9' buy75cents = 'buy75cents' unadjustedHigh = 'unadjustedHigh' sourceImportance = 'sourceImportance' closingYield = 'closingYield' wind = 'wind' sc16 = 'sc16' sc15 = 'sc15' sc12 = 'sc12' sc11 = 'sc11' primaryVwapInLimitUnrealizedBps = 'primaryVwapInLimitUnrealizedBps' displayName = 'displayName' minutesToTrade100Pct = 'minutesToTrade100Pct' sc14 = 'sc14' cumulativeVolumeInShares = 'cumulativeVolumeInShares' sc13 = 'sc13' newFatalities = 'newFatalities' buy50bps = 'buy50bps' numStaffedBeds = 'numStaffedBeds' upfrontPayment = 'upfrontPayment' arrivalMidRealizedCash = 'arrivalMidRealizedCash' sc10 = 'sc10' sc05 = 'sc05' a = 'a' sc04 = 'sc04' b = 'b' sc07 = 'sc07' c = 'c' yieldToMaturity = 'yieldToMaturity' sc06 = 'sc06' address = 'address' sc01 = 'sc01' leg2PaymentFrequency = 'leg2PaymentFrequency' sc03 = 'sc03' sc02 = 'sc02' geographyName = 'geographyName' borrower = 'borrower' settlePrice = 'settlePrice' performanceContribution = 'performanceContribution' sc09 = 'sc09' mktClass = 'mktClass' sc08 = 'sc08' collateralization = 'collateralization' futureMonthU26 = 'futureMonthU26' futureMonthU25 = 'futureMonthU25' futureMonthU24 = 'futureMonthU24' futureMonthU23 = 'futureMonthU23' futureMonthU22 = 'futureMonthU22' statementId = 'statementId' futureMonthU21 = 'futureMonthU21' modifiedDuration = 'modifiedDuration' shortRatesContribution = 'shortRatesContribution' impliedNormalVolatility = 'impliedNormalVolatility' solarGeneration = 'solarGeneration' mtmPrice = 'mtmPrice' swapSpreadChange = 'swapSpreadChange' realizedArrivalPerformanceUSD = 'realizedArrivalPerformanceUSD' portfolioAssets = 'portfolioAssets' pricingdate = 'pricingdate' tcmCostHorizon3Hour = 'tcmCostHorizon3Hour' exchangeRate = 'exchangeRate' potentialBedCapInc = 'potentialBedCapInc' numberCovered = 'numberCovered' numberOfPositions = 'numberOfPositions' openUnadjusted = 'openUnadjusted' strikeTime = 'strikeTime' askPrice = 'askPrice' eventId = 'eventId' sectors = 'sectors' additionalPriceNotationType = 'additionalPriceNotationType' grossInvestmentQtd = 'grossInvestmentQtd' annualizedRisk = 'annualizedRisk' estimatedHoldingTimeShort = 'estimatedHoldingTimeShort' midcurvePremium = 'midcurvePremium' volumeComposite = 'volumeComposite' sharpeQtd = 'sharpeQtd' estimatedHoldingTimeLong = 'estimatedHoldingTimeLong' external = 'external' trackerName = 'trackerName' sell50cents = 'sell50cents' tradePrice = 'tradePrice' cleared = 'cleared' primeIdNumeric = 'primeIdNumeric' buy8bps = 'buy8bps' totalNotionalLocal = 'totalNotionalLocal' cid = 'cid' totalConfirmedSeniorHome = 'totalConfirmedSeniorHome' ctdFwdPrice = 'ctdFwdPrice' sinkFactor = 'sinkFactor' temperatureForecast = 'temperatureForecast' bidHigh = 'bidHigh' pnlQtd = 'pnlQtd' buy50cents = 'buy50cents' sell4bps = 'sell4bps' receiverDayCountFraction = 'receiverDayCountFraction' auctionClosePercentage = 'auctionClosePercentage' targetPrice = 'targetPrice' bosInBpsDescription = 'bosInBpsDescription' lowPrice = 'lowPrice' adv22DayPct = 'adv22DayPct' matchedMaturitySwapSpread12m = 'matchedMaturitySwapSpread12m' priceRangeInTicksLabel = 'priceRangeInTicksLabel' ticker = 'ticker' notionalUnit = 'notionalUnit' tcmCostHorizon1Day = 'tcmCostHorizon1Day' approval = 'approval' testMeasure = 'testMeasure' optionLockOutPeriod = 'optionLockOutPeriod' executionTime = 'executionTime' sourceValueForecast = 'sourceValueForecast' leg2Spread = 'leg2Spread' shortConvictionLarge = 'shortConvictionLarge' ccgName = 'ccgName' dollarExcessReturn = 'dollarExcessReturn' gsn = 'gsn' tradeEndDate = 'tradeEndDate' receiverRateOption = 'receiverRateOption' gss = 'gss' percentOfMediandv1m = 'percentOfMediandv1m' lendables = 'lendables' sell75cents = 'sell75cents' optionAdjustedSpread = 'optionAdjustedSpread' optionAdjustedSwapSpread = 'optionAdjustedSwapSpread' bosInTicksLabel = 'bosInTicksLabel' positionSourceId = 'positionSourceId' buy1bps = 'buy1bps' buy3point5bps = 'buy3point5bps' gsSustainRegion = 'gsSustainRegion' absoluteReturnWtd = 'absoluteReturnWtd' deploymentId = 'deploymentId' assetParametersSeniority = 'assetParametersSeniority' askSpread = 'askSpread' flow = 'flow' futureMonthH26 = 'futureMonthH26' loanRebate = 'loanRebate' futureMonthH25 = 'futureMonthH25' period = 'period' indexCreateSource = 'indexCreateSource' futureMonthH24 = 'futureMonthH24' futureMonthH23 = 'futureMonthH23' futureMonthH22 = 'futureMonthH22' futureMonthH21 = 'futureMonthH21' nonUsdOis = 'nonUsdOis' realTWIContribution = 'realTWIContribution' mktAsset = 'mktAsset' leg2IndexLocation = 'leg2IndexLocation' twapUnrealizedBps = 'twapUnrealizedBps' lastUpdatedMessage = 'lastUpdatedMessage' loanValue = 'loanValue' optionAdjustedOISSpread = 'optionAdjustedOISSpread' totalReturnPrice = 'totalReturnPrice' weightedPercentInModel = 'weightedPercentInModel' initLoanSpreadRequired = 'initLoanSpreadRequired' electionPeriod = 'electionPeriod' fundingAskPrice = 'fundingAskPrice' historicalBeta = 'historicalBeta' bondRiskPremiumIndex = 'bondRiskPremiumIndex' hitRateYtd = 'hitRateYtd' girGsdeerGsfeer = 'girGsdeerGsfeer' numUnits = 'numUnits' assetParametersReceiverFrequency = 'assetParametersReceiverFrequency' expenseRatioGrossBps = 'expenseRatioGrossBps' relativePayoffWtd = 'relativePayoffWtd' ctdPrice = 'ctdPrice' paceOfRollNow = 'paceOfRollNow' product = 'product' leg2ReturnType = 'leg2ReturnType' agentLenderFee = 'agentLenderFee' disseminationId = 'disseminationId' optionStrikePrice = 'optionStrikePrice' precipitationType = 'precipitationType' lowerBound = 'lowerBound' arrivalMidNormalized = 'arrivalMidNormalized' underlyingAsset2 = 'underlyingAsset2' underlyingAsset1 = 'underlyingAsset1' legalEntity = 'legalEntity' performanceFee = 'performanceFee' orderState = 'orderState' actualDataQuality = 'actualDataQuality' indexRatio = 'indexRatio' queueInLotsLabel = 'queueInLotsLabel' adv10DayPct = 'adv10DayPct' longConvictionMedium = 'longConvictionMedium' relativeHitRateWtd = 'relativeHitRateWtd' dailyTrackingError = 'dailyTrackingError' sell140cents = 'sell140cents' sell10bps = 'sell10bps' aggressiveOffsetFromLast = 'aggressiveOffsetFromLast' longitude = 'longitude' newIcu = 'newIcu' marketCap = 'marketCap' weightedAverageMid = 'weightedAverageMid' clusterRegion = 'clusterRegion' valoren = 'valoren' averageExecutionPrice = 'averageExecutionPrice' proceedsAssetOISSwapSpread1m = 'proceedsAssetOISSwapSpread1m' payoffWtd = 'payoffWtd' basis = 'basis' investmentRateTrend = 'investmentRateTrend' grossInvestmentMtd = 'grossInvestmentMtd' _200 = '200' hedgeId = 'hedgeId' _201 = '201' sharpeMtd = 'sharpeMtd' _202 = '202' _203 = '203' tcmCostHorizon8Day = 'tcmCostHorizon8Day' _204 = '204' residualVariance = 'residualVariance' _205 = '205' restrictInternalDerivedData = 'restrictInternalDerivedData' _206 = '206' _207 = '207' _208 = '208' adv5DayPct = 'adv5DayPct' _209 = '209' midpointFillsPercentage = 'midpointFillsPercentage' openInterest = 'openInterest' turnoverCompositeUnadjusted = 'turnoverCompositeUnadjusted' fwdPoints = 'fwdPoints' relativeReturnWtd = 'relativeReturnWtd' units = 'units' payerRateOption = 'payerRateOption' assetClassificationsRiskCountryName = 'assetClassificationsRiskCountryName' extMktPoint3 = 'extMktPoint3' _210 = '210' _211 = '211' matchedMaturitySwapSpread = 'matchedMaturitySwapSpread' _212 = '212' cityName = 'cityName' _213 = '213' hourlyBucket = 'hourlyBucket' _214 = '214' averageImpliedVolatility = 'averageImpliedVolatility' totalHospitalizedWithSymptoms = 'totalHospitalizedWithSymptoms' _215 = '215' _216 = '216' _217 = '217' daysOpenRealizedCash = 'daysOpenRealizedCash' _218 = '218' _219 = '219' adjustedHighPrice = 'adjustedHighPrice' proceedsAssetOISSwapSpread = 'proceedsAssetOISSwapSpread' extMktPoint1 = 'extMktPoint1' direction = 'direction' extMktPoint2 = 'extMktPoint2' subRegionCode = 'subRegionCode' assetParametersFixedRate = 'assetParametersFixedRate' isEstimatedReturn = 'isEstimatedReturn' valueForecast = 'valueForecast' totalIcu = 'totalIcu' positionSourceType = 'positionSourceType' previousCloseUnrealizedCash = 'previousCloseUnrealizedCash' minimumDenomination = 'minimumDenomination' futureValueNotional = 'futureValueNotional' participationRate = 'participationRate' obfr = 'obfr' _220 = '220' _221 = '221' _222 = '222' buy9point5bps = 'buy9point5bps' _223 = '223' _224 = '224' _225 = '225' optionLockPeriod = 'optionLockPeriod' _226 = '226' esMomentumPercentile = 'esMomentumPercentile' _227 = '227' _228 = '228' advPercentage = 'advPercentage' _229 = '229' leg1AveragingMethod = 'leg1AveragingMethod' turnoverComposite = 'turnoverComposite' forecastDate = 'forecastDate' internalIndexCalcRegion = 'internalIndexCalcRegion' positionType = 'positionType' subAssetClass = 'subAssetClass' shortInterest = 'shortInterest' referencePeriod = 'referencePeriod' adjustedVolume = 'adjustedVolume' ctdFwdYield = 'ctdFwdYield' secDB = 'secDB' memoryUsed = 'memoryUsed' bpeQualityStars = 'bpeQualityStars' _230 = '230' _231 = '231' _232 = '232' ctd = 'ctd' _233 = '233' _234 = '234' _235 = '235' _236 = '236' _237 = '237' _238 = '238' _239 = '239' intendedParticipationRate = 'intendedParticipationRate' leg1PaymentType = 'leg1PaymentType' tradingPnl = 'tradingPnl' collateralValueRequired = 'collateralValueRequired' buy45bps = 'buy45bps' priceToEarningsPositive = 'priceToEarningsPositive' forecast = 'forecast' forecastValue = 'forecastValue' _240 = '240' pnl = 'pnl' _241 = '241' _242 = '242' _243 = '243' volumeInLimit = 'volumeInLimit' _244 = '244' isTerritory = 'isTerritory' _245 = '245' leg2DeliveryPoint = 'leg2DeliveryPoint' _246 = '246' _247 = '247' _248 = '248' _249 = '249' tcmCostHorizon4Day = 'tcmCostHorizon4Day' styles = 'styles' shortName = 'shortName' resetFrequency1 = 'resetFrequency1' buy4bps = 'buy4bps' resetFrequency2 = 'resetFrequency2' otherPriceTerm = 'otherPriceTerm' bidGspread = 'bidGspread' openPrice = 'openPrice' psId = 'psId' hitRateMtd = 'hitRateMtd' fairVolatility = 'fairVolatility' dollarCross = 'dollarCross' portfolioType = 'portfolioType' currency = 'currency' clusterClass = 'clusterClass' sell50bps = 'sell50bps' futureMonthM21 = 'futureMonthM21' bidSize = 'bidSize' arrivalMid = 'arrivalMid' assetParametersExchangeCurrency = 'assetParametersExchangeCurrency' candidateName = 'candidateName' impliedLognormalVolatility = 'impliedLognormalVolatility' vwapInLimitUnrealizedCash = 'vwapInLimitUnrealizedCash' ratingMoodys = 'ratingMoodys' futureMonthM26 = 'futureMonthM26' futureMonthM25 = 'futureMonthM25' futureMonthM24 = 'futureMonthM24' futureMonthM23 = 'futureMonthM23' futureMonthM22 = 'futureMonthM22' flowPct = 'flowPct' source = 'source' assetClassificationsCountryCode = 'assetClassificationsCountryCode' settleDrop = 'settleDrop' dataSetSubCategory = 'dataSetSubCategory' sell9point5bps = 'sell9point5bps' quantityBucket = 'quantityBucket' optionStyleSDR = 'optionStyleSDR' oeName = 'oeName' given = 'given' leg2DayCountConvention = 'leg2DayCountConvention' liquidityScoreSell = 'liquidityScoreSell' delistingDate = 'delistingDate' weight = 'weight' accruedInterest = 'accruedInterest' businessScope = 'businessScope' wtdDegreeDays = 'wtdDegreeDays' absoluteWeight = 'absoluteWeight' measure = 'measure' temperatureHourlyForecast = 'temperatureHourlyForecast' icebergTipRateType = 'icebergTipRateType' sharpeYtd = 'sharpeYtd' windSpeedForecast = 'windSpeedForecast' grossInvestmentYtd = 'grossInvestmentYtd' yieldPrice = 'yieldPrice' leg1TotalNotionalUnit = 'leg1TotalNotionalUnit' issuePrice = 'issuePrice' askHigh = 'askHigh' expectedDataQuality = 'expectedDataQuality' regionName = 'regionName' valueRevised = 'valueRevised' discretionUpperBound = 'discretionUpperBound' adjustedTradePrice = 'adjustedTradePrice' forecastTime = 'forecastTime' isoSubdivisionCodeAlpha2 = 'isoSubdivisionCodeAlpha2' ctdConversionFactor = 'ctdConversionFactor' proceedsAssetSwapSpread = 'proceedsAssetSwapSpread' isADR = 'isADR' issueDate = 'issueDate' serviceId = 'serviceId' yes = 'yes' gScore = 'gScore' marketValue = 'marketValue' entityId = 'entityId' notionalCurrency1 = 'notionalCurrency1' netDebtToEbitda = 'netDebtToEbitda' numUnitsUpper = 'numUnitsUpper' notionalCurrency2 = 'notionalCurrency2' inLimitParticipationRate = 'inLimitParticipationRate' pressureForecast = 'pressureForecast' paid = 'paid' fixedRate = 'fixedRate' short = 'short' time = 'time' buy4point5bps = 'buy4point5bps' sell30cents = 'sell30cents' eventEndDateTime = 'eventEndDateTime' leg1PaymentFrequency = 'leg1PaymentFrequency' cmId = 'cmId' taxonomy = 'taxonomy' buy45cents = 'buy45cents' measures = 'measures' seasonalAdjustment = 'seasonalAdjustment' rankWtd = 'rankWtd' underlyer = 'underlyer' createdTime = 'createdTime' identifier = 'identifier' priceUnit = 'priceUnit' tradeReportRefId = 'tradeReportRefId' subdivisionId = 'subdivisionId' unadjustedLow = 'unadjustedLow' buy160cents = 'buy160cents' portfolioId = 'portfolioId' zSpread = 'zSpread' capFloorAtmFwdRate = 'capFloorAtmFwdRate' esPercentile = 'esPercentile' tdapi = 'tdapi' locationCode = 'locationCode' rcic = 'rcic' nameRaw = 'nameRaw' simonAssetTags = 'simonAssetTags' hitRateQtd = 'hitRateQtd' primaryVolumeInLimit = 'primaryVolumeInLimit' precipitationDailyForecastPercent = 'precipitationDailyForecastPercent' aumEnd = 'aumEnd' premium = 'premium' low = 'low' crossGroup = 'crossGroup' reportRunTime = 'reportRunTime' fiveDayPriceChangeBps = 'fiveDayPriceChangeBps' holdings = 'holdings' precipitationDailyForecast = 'precipitationDailyForecast' priceMethod = 'priceMethod' assetParametersFixedRateFrequency = 'assetParametersFixedRateFrequency' oisXccy = 'oisXccy' daysOpen = 'daysOpen' buy110cents = 'buy110cents' averageSpreadBps = 'averageSpreadBps' buy55cents = 'buy55cents' futureMonthQ26 = 'futureMonthQ26' issueSize = 'issueSize' futureMonthQ25 = 'futureMonthQ25' futureMonthQ24 = 'futureMonthQ24' futureMonthQ23 = 'futureMonthQ23' futureMonthQ22 = 'futureMonthQ22' pendingLoanCount = 'pendingLoanCount' futureMonthQ21 = 'futureMonthQ21' priceSpotStopLossUnit = 'priceSpotStopLossUnit' priceRangeInTicksDescription = 'priceRangeInTicksDescription' tradeVolume = 'tradeVolume' primaryCountryRic = 'primaryCountryRic' optionExpirationFrequency = 'optionExpirationFrequency' isActive = 'isActive' useMachineLearning = 'useMachineLearning' growthScore = 'growthScore' bufferThreshold = 'bufferThreshold' buy120cents = 'buy120cents' matchedMaturitySwapRate = 'matchedMaturitySwapRate' primaryVwap = 'primaryVwap' exchangeTypeId = 'exchangeTypeId' basisSwapRate = 'basisSwapRate' exchangeCode = 'exchangeCode' group = 'group' assetParametersTerminationDate = 'assetParametersTerminationDate' estimatedSpread = 'estimatedSpread' yieldChangeOnDay = 'yieldChangeOnDay' created = 'created' autoTags = 'autoTags' tcmCost = 'tcmCost' sustainJapan = 'sustainJapan' historyStartDate = 'historyStartDate' bidSpread = 'bidSpread' percentageComplete = 'percentageComplete' hedgeTrackingError = 'hedgeTrackingError' windSpeedType = 'windSpeedType' strikePrice = 'strikePrice' parAssetSwapSpread12m = 'parAssetSwapSpread12m' tradeReportId = 'tradeReportId' adjustedOpenPrice = 'adjustedOpenPrice' countryId = 'countryId' point = 'point' pnlMtd = 'pnlMtd' totalReturns = 'totalReturns' lender = 'lender' annReturn1Year = 'annReturn1Year' ctdFwdDv01 = 'ctdFwdDv01' effYield7Day = 'effYield7Day' meetingDate = 'meetingDate' calendarSpreadMispricing = 'calendarSpreadMispricing' buy140cents = 'buy140cents' priceNotation2Type = 'priceNotation2Type' fundFocus = 'fundFocus' relativeStrike = 'relativeStrike' flagship = 'flagship' additionalPriceNotation = 'additionalPriceNotation' factorCategory = 'factorCategory' equityDelta = 'equityDelta' grossWeight = 'grossWeight' listed = 'listed' sell7bps = 'sell7bps' earningsRecordType = 'earningsRecordType' mean = 'mean' askYield = 'askYield' shockStyle = 'shockStyle' methodology = 'methodology' buy25cents = 'buy25cents' amountOutstanding = 'amountOutstanding' marketPnl = 'marketPnl' sustainAsiaExJapan = 'sustainAsiaExJapan' sell6point5bps = 'sell6point5bps' neighbourAssetId = 'neighbourAssetId' countIdeasYtd = 'countIdeasYtd' simonIntlAssetTags = 'simonIntlAssetTags' path = 'path' vwapUnrealizedCash = 'vwapUnrealizedCash' payoffMtd = 'payoffMtd' bosInBpsLabel = 'bosInBpsLabel' bosInBps = 'bosInBps' pointClass = 'pointClass' fxSpot = 'fxSpot' restrictNamedIndividuals = 'restrictNamedIndividuals' hedgeVolatility = 'hedgeVolatility' tags = 'tags' population = 'population' underlyingAssetId = 'underlyingAssetId' realLongRatesContribution = 'realLongRatesContribution' pctprices_return = 'pctprices_return' domain = 'domain' buy80cents = 'buy80cents' forwardTenor = 'forwardTenor' averagePrice = 'averagePrice' targetPriceRealizedBps = 'targetPriceRealizedBps' leg2FixedRate = 'leg2FixedRate' shareClassAssets = 'shareClassAssets' annuity = 'annuity' totalCount = 'totalCount' quoteType = 'quoteType' corporateActionStatus = 'corporateActionStatus' peggedTipSize = 'peggedTipSize' uid = 'uid' esPolicyPercentile = 'esPolicyPercentile' usdOis = 'usdOis' term = 'term' restrictInternalGsNtk = 'restrictInternalGsNtk' tcmCostParticipationRate100Pct = 'tcmCostParticipationRate100Pct' relativeUniverse = 'relativeUniverse' measureIdx = 'measureIdx' fredId = 'fredId' twiContribution = 'twiContribution' cloudCoverType = 'cloudCoverType' delisted = 'delisted' regionalFocus = 'regionalFocus' volumePrimary = 'volumePrimary' assetParametersPayerDesignatedMaturity = 'assetParametersPayerDesignatedMaturity' buy30cents = 'buy30cents' fundingBidPrice = 'fundingBidPrice' series = 'series' sell3bps = 'sell3bps' settlementPrice = 'settlementPrice' quarter = 'quarter' sell18bps = 'sell18bps' assetParametersFloatingRateOption = 'assetParametersFloatingRateOption' realizedVwapPerformanceBps = 'realizedVwapPerformanceBps' voteShare = 'voteShare' servicingCostShortPnl = 'servicingCostShortPnl' totalConfirmed = 'totalConfirmed' economicForecast = 'economicForecast' plotId = 'plotId' clusterDescription = 'clusterDescription' concentrationLimit = 'concentrationLimit' windSpeed = 'windSpeed' observationHour = 'observationHour' signal = 'signal' borrowerId = 'borrowerId' dataProduct = 'dataProduct' buy7point5bps = 'buy7point5bps' limitPrice = 'limitPrice' bmPrimeId = 'bmPrimeId' dataType = 'dataType' count = 'count' conviction = 'conviction' rfqstate = 'rfqstate' benchmarkMaturity = 'benchmarkMaturity' grossFlowNormalized = 'grossFlowNormalized' buy14bps = 'buy14bps' factorId = 'factorId' futureMonthV26 = 'futureMonthV26' stsFxCurrency = 'stsFxCurrency' futureMonthV25 = 'futureMonthV25' bidChange = 'bidChange' month = 'month' futureMonthV24 = 'futureMonthV24' investmentWtd = 'investmentWtd' futureMonthV23 = 'futureMonthV23' futureMonthV22 = 'futureMonthV22' futureMonthV21 = 'futureMonthV21' expiration = 'expiration' leg2ResetFrequency = 'leg2ResetFrequency' controversyScore = 'controversyScore' proceedAssetSwapSpread = 'proceedAssetSwapSpread' concentrationLevel = 'concentrationLevel' importance = 'importance' assetClassificationsGicsSector = 'assetClassificationsGicsSector' stsAssetName = 'stsAssetName' netExposureClassification = 'netExposureClassification' settlementMethod = 'settlementMethod' receiverDesignatedMaturity = 'receiverDesignatedMaturity' title = 'title' xRefTypeId = 'xRefTypeId' duration = 'duration' load = 'load' alpha = 'alpha' company = 'company' settlementFrequency = 'settlementFrequency' distAvg7Day = 'distAvg7Day' inRiskModel = 'inRiskModel' dailyNetShareholderFlowsPercent = 'dailyNetShareholderFlowsPercent' filledNotionalLocal = 'filledNotionalLocal' everHospitalized = 'everHospitalized' meetingNumber = 'meetingNumber' midGspread = 'midGspread' daysOpenUnrealizedBps = 'daysOpenUnrealizedBps' longLevel = 'longLevel' dataDescription = 'dataDescription' temperatureType = 'temperatureType' gsideid = 'gsideid' repoRate = 'repoRate' division = 'division' cloudCoverDailyForecast = 'cloudCoverDailyForecast' windSpeedDailyForecast = 'windSpeedDailyForecast' assetParametersFloatingRateDayCountFraction = 'assetParametersFloatingRateDayCountFraction' tradeAction = 'tradeAction' action = 'action' ctdYield = 'ctdYield' arrivalHaircutVwapNormalized = 'arrivalHaircutVwapNormalized' priceComponent = 'priceComponent' queueClockTimeDescription = 'queueClockTimeDescription' assetParametersReceiverDayCountFraction = 'assetParametersReceiverDayCountFraction' percentMidExecutionQuantity = 'percentMidExecutionQuantity' deltaStrike = 'deltaStrike' cloudCover = 'cloudCover' assetParametersNotionalCurrency = 'assetParametersNotionalCurrency' buy18bps = 'buy18bps' valueActual = 'valueActual' upi = 'upi' collateralCurrency = 'collateralCurrency' originalCountry = 'originalCountry' field = 'field' geographicFocus = 'geographicFocus' daysOpenRealizedBps = 'daysOpenRealizedBps' fxRiskPremiumIndex = 'fxRiskPremiumIndex' skew = 'skew' status = 'status' notionalCurrency = 'notionalCurrency' sustainEmergingMarkets = 'sustainEmergingMarkets' eventDateTime = 'eventDateTime' leg1DesignatedMaturity = 'leg1DesignatedMaturity' totalPrice = 'totalPrice' onBehalfOf = 'onBehalfOf' testType = 'testType' accruedInterestStandard = 'accruedInterestStandard' futureMonthZ26 = 'futureMonthZ26' futureMonthZ25 = 'futureMonthZ25' ccgCode = 'ccgCode' shortExposure = 'shortExposure' leg1FixedPaymentCurrency = 'leg1FixedPaymentCurrency' arrivalHaircutVwap = 'arrivalHaircutVwap' executionDays = 'executionDays' recallDueDate = 'recallDueDate' forward = 'forward' strike = 'strike' spreadLimit = 'spreadLimit' productScope = 'productScope' assetParametersIssuerType = 'assetParametersIssuerType' currency1 = 'currency1' currency2 = 'currency2' previousCloseRealizedBps = 'previousCloseRealizedBps' daysSinceReported = 'daysSinceReported' eventStatus = 'eventStatus' vwapInLimit = 'vwapInLimit' fwdDuration = 'fwdDuration' _return = 'return' isPairBasket = 'isPairBasket' notionalAmount = 'notionalAmount' payOrReceive = 'payOrReceive' totalSevere = 'totalSevere' unexecutedNotionalUSD = 'unexecutedNotionalUSD' expectedResidualPercentage = 'expectedResidualPercentage' maturityDate = 'maturityDate' traceAdvSell = 'traceAdvSell' eventName = 'eventName' addressLine2 = 'addressLine2' indicationOfOtherPriceAffectingTerm = 'indicationOfOtherPriceAffectingTerm' unadjustedBid = 'unadjustedBid' backtestType = 'backtestType' gsdeer = 'gsdeer' assetParametersIssuer = 'assetParametersIssuer' gRegionalPercentile = 'gRegionalPercentile' coverageChecked = 'coverageChecked' oisXccyExSpike = 'oisXccyExSpike' totalRisk = 'totalRisk' mnav = 'mnav' marketVolume = 'marketVolume' swapAnnuity = 'swapAnnuity' parAssetSwapSpread = 'parAssetSwapSpread' currYield7Day = 'currYield7Day' pressure = 'pressure' shortDescription = 'shortDescription' futureMonthZ24 = 'futureMonthZ24' feed = 'feed' futureMonthZ23 = 'futureMonthZ23' mktPoint1 = 'mktPoint1' futureMonthZ22 = 'futureMonthZ22' futureMonthZ21 = 'futureMonthZ21' futureMonthZ20 = 'futureMonthZ20' assetParametersCommoditySector = 'assetParametersCommoditySector' priceNotation2 = 'priceNotation2' marketBufferThreshold = 'marketBufferThreshold' priceNotation3 = 'priceNotation3' mktPoint3 = 'mktPoint3' mktPoint2 = 'mktPoint2' leg2Type = 'leg2Type' mktPoint4 = 'mktPoint4' degreeDaysType = 'degreeDaysType' sentiment = 'sentiment' investmentIncome = 'investmentIncome' groupType = 'groupType' forwardPointImm = 'forwardPointImm' twap = 'twap' clientShortName = 'clientShortName' groupCategory = 'groupCategory' bidPlusAsk = 'bidPlusAsk' foreignCcyRate = 'foreignCcyRate' electionOdds = 'electionOdds' windDirectionForecast = 'windDirectionForecast' requireAnonClientName = 'requireAnonClientName' pricingLocation = 'pricingLocation' beta = 'beta' lastReturnsEndDate = 'lastReturnsEndDate' upfrontPaymentDate = 'upfrontPaymentDate' sell1point5bps = 'sell1point5bps' longExposure = 'longExposure' sell4point5bps = 'sell4point5bps' tcmCostParticipationRate20Pct = 'tcmCostParticipationRate20Pct' venueType = 'venueType' multiAssetClassSwap = 'multiAssetClassSwap' deltaChangeId = 'deltaChangeId' implementationId = 'implementationId' leg1FixedPayment = 'leg1FixedPayment' esNumericScore = 'esNumericScore' inBenchmark = 'inBenchmark' actionSDR = 'actionSDR' countIdeasQtd = 'countIdeasQtd' knockOutPrice = 'knockOutPrice' ctdAssetId = 'ctdAssetId' buy10bps = 'buy10bps' precipitation = 'precipitation' valueType = 'valueType' betaAdjustedNetExposure = 'betaAdjustedNetExposure' estimatedRodVolume = 'estimatedRodVolume' sell14bps = 'sell14bps' _10 = '10' _11 = '11' _12 = '12' _13 = '13' excessReturnPrice = 'excessReturnPrice' _14 = '14' _15 = '15' _16 = '16' _17 = '17' _18 = '18' _19 = '19' fxPnl = 'fxPnl' assetClassificationsGicsIndustryGroup = 'assetClassificationsGicsIndustryGroup' lendingSecId = 'lendingSecId' dollarDuration = 'dollarDuration' equityTheta = 'equityTheta' dv01 = 'dv01' startDate = 'startDate' _20 = '20' _21 = '21' _22 = '22' _23 = '23' mixedSwap = 'mixedSwap' swaptionPremium = 'swaptionPremium' _24 = '24' _25 = '25' _26 = '26' snowfall = 'snowfall' liquidityBucketBuy = 'liquidityBucketBuy' _27 = '27' mic = 'mic' _28 = '28' latitude = 'latitude' _29 = '29' mid = 'mid' impliedRepo = 'impliedRepo' long = 'long' firstExecutionTime = 'firstExecutionTime' coveredBond = 'coveredBond' regionCode = 'regionCode' buy20cents = 'buy20cents' longWeight = 'longWeight' calculationTime = 'calculationTime' liquidityBucketSell = 'liquidityBucketSell' daysOpenUnrealizedCash = 'daysOpenUnrealizedCash' temperature = 'temperature' averageRealizedVariance = 'averageRealizedVariance' ratingFitch = 'ratingFitch' financialReturnsScore = 'financialReturnsScore' yearOrQuarter = 'yearOrQuarter' _30 = '30' _31 = '31' _32 = '32' nonSymbolDimensions = 'nonSymbolDimensions' _33 = '33' commoditiesForecast = 'commoditiesForecast' _34 = '34' _35 = '35' covid19ByState = 'covid19ByState' _36 = '36' _37 = '37' _38 = '38' _39 = '39' percentageExpectedResidual = 'percentageExpectedResidual' hospitalName = 'hospitalName' buy90cents = 'buy90cents' periodType = 'periodType' assetClassificationsCountryName = 'assetClassificationsCountryName' totalHospitalized = 'totalHospitalized' peggedRefillInterval = 'peggedRefillInterval' fatalitiesProbable = 'fatalitiesProbable' _40 = '40' administrativeRegion = 'administrativeRegion' _41 = '41' open = 'open' _42 = '42' _43 = '43' _44 = '44' _45 = '45' cusip = 'cusip' totalConfirmedByState = 'totalConfirmedByState' _46 = '46' ideaActivityTime = 'ideaActivityTime' _47 = '47' _48 = '48' _49 = '49' windAttribute = 'windAttribute' spreadOptionAtmFwdRate = 'spreadOptionAtmFwdRate' netExposure = 'netExposure' isLegacyPairBasket = 'isLegacyPairBasket' issuerType = 'issuerType' buy70cents = 'buy70cents' strikeReference = 'strikeReference' assetCount = 'assetCount' _50 = '50' _51 = '51' isOrderInLimit = 'isOrderInLimit' _52 = '52' _53 = '53' _54 = '54' fundamentalMetric = 'fundamentalMetric' _55 = '55' _56 = '56' quoteStatusId = 'quoteStatusId' _57 = '57' absoluteValue = 'absoluteValue' closingReport = 'closingReport' _58 = '58' previousTotalConfirmed = 'previousTotalConfirmed' _59 = '59' longTenor = 'longTenor' multiplier = 'multiplier' buy40cents = 'buy40cents' assetCountPriced = 'assetCountPriced' voteDirection = 'voteDirection' impliedRepoRate = 'impliedRepoRate' settlementCurrency = 'settlementCurrency' wtdDegreeDaysForecast = 'wtdDegreeDaysForecast' indicationOfCollateralization = 'indicationOfCollateralization' futureMonthN26 = 'futureMonthN26' _60 = '60' lendingPartnerFee = 'lendingPartnerFee' futureMonthN25 = 'futureMonthN25' _61 = '61' futureMonthN24 = 'futureMonthN24' _62 = '62' primaryVwapRealizedBps = 'primaryVwapRealizedBps' futureMonthN23 = 'futureMonthN23' _63 = '63' futureMonthN22 = 'futureMonthN22' _64 = '64' futureMonthN21 = 'futureMonthN21' _65 = '65' _66 = '66' _67 = '67' _68 = '68' _69 = '69' breakEvenInflation = 'breakEvenInflation' pnlYtd = 'pnlYtd' leg1ReturnType = 'leg1ReturnType' tenor2 = 'tenor2' resetFrequency = 'resetFrequency' assetParametersPayerFrequency = 'assetParametersPayerFrequency' degreeDaysForecast = 'degreeDaysForecast' isManuallySilenced = 'isManuallySilenced' buy3bps = 'buy3bps' lastUpdatedById = 'lastUpdatedById' legalEntityAcct = 'legalEntityAcct' targetShareholderMeetingDate = 'targetShareholderMeetingDate' _70 = '70' _71 = '71' _72 = '72' paceOfRollp0 = 'paceOfRollp0' _73 = '73' _74 = '74' controversyPercentile = 'controversyPercentile' leg1NotionalCurrency = 'leg1NotionalCurrency' _75 = '75' complianceEffectiveTime = 'complianceEffectiveTime' expirationDate = 'expirationDate' _76 = '76' _77 = '77' _78 = '78' _79 = '79' floatingRateDayCountFraction = 'floatingRateDayCountFraction' callLastDate = 'callLastDate' factorReturn = 'factorReturn' passiveFlowRatio = 'passiveFlowRatio' composite5DayAdv = 'composite5DayAdv' marginalContributionToRisk = 'marginalContributionToRisk' closeDate = 'closeDate' temperatureHourForecast = 'temperatureHourForecast' newIdeasWtd = 'newIdeasWtd' assetClassSDR = 'assetClassSDR' yieldToWorst = 'yieldToWorst' _80 = '80' closingPrice = 'closingPrice' _81 = '81' turnoverCompositeAdjusted = 'turnoverCompositeAdjusted' comment = 'comment' sourceSymbol = 'sourceSymbol' _82 = '82' _83 = '83' _84 = '84' askUnadjusted = 'askUnadjusted' _85 = '85' _86 = '86' restrictExternalDerivedData = 'restrictExternalDerivedData' _87 = '87' _88 = '88' _89 = '89' askChange = 'askChange' countIdeasMtd = 'countIdeasMtd' endDate = 'endDate' sunshine = 'sunshine' contractType = 'contractType' momentumType = 'momentumType' specificRisk = 'specificRisk' mdapi = 'mdapi' payoffQtd = 'payoffQtd' loss = 'loss' midcurveVol = 'midcurveVol' sell6bps = 'sell6bps' tradingCostPnl = 'tradingCostPnl' priceNotationType = 'priceNotationType' price = 'price' paymentQuantity = 'paymentQuantity' _90 = '90' _91 = '91' _92 = '92' _93 = '93' _94 = '94' _95 = '95' _96 = '96' _97 = '97' _98 = '98' redemptionDate = 'redemptionDate' _99 = '99' leg2NotionalCurrency = 'leg2NotionalCurrency' subRegion = 'subRegion' benchmark = 'benchmark' tcmCostParticipationRate15Pct = 'tcmCostParticipationRate15Pct' fiscalYear = 'fiscalYear' recallDate = 'recallDate' esgMetricValue = 'esgMetricValue' internal = 'internal' gender = 'gender' assetClassificationsGicsIndustry = 'assetClassificationsGicsIndustry' adjustedBidPrice = 'adjustedBidPrice' lowUnadjusted = 'lowUnadjusted' MACSSecondaryAssetClass = 'MACSSecondaryAssetClass' confirmedPerMillion = 'confirmedPerMillion' dataSourceId = 'dataSourceId' integratedScore = 'integratedScore' buy7bps = 'buy7bps' arrivalMidUnrealizedCash = 'arrivalMidUnrealizedCash' knockInPrice = 'knockInPrice' event = 'event' isIntradayAuction = 'isIntradayAuction' locationName = 'locationName' coupon = 'coupon' percentageAuctionExecutedQuantity = 'percentageAuctionExecutedQuantity' avgYield7Day = 'avgYield7Day' originalDisseminationId = 'originalDisseminationId' totalOnVent = 'totalOnVent' twapUnrealizedCash = 'twapUnrealizedCash' stsCreditMarket = 'stsCreditMarket' onsCode = 'onsCode' passiveTouchFillsPercentage = 'passiveTouchFillsPercentage' seniority = 'seniority' leg1Index = 'leg1Index' highUnadjusted = 'highUnadjusted' submissionEvent = 'submissionEvent' TVProductMnemonic = 'TVProductMnemonic' avgTradeRateLabel = 'avgTradeRateLabel' lastActivityDate = 'lastActivityDate' disseminationTime = 'disseminationTime' priceToCash = 'priceToCash' buy10cents = 'buy10cents' navSpread = 'navSpread' venueMIC = 'venueMIC' dollarTotalReturn = 'dollarTotalReturn' blockUnit = 'blockUnit' midSpread = 'midSpread' istatProvinceCode = 'istatProvinceCode' totalRecoveredByState = 'totalRecoveredByState' repurchaseRate = 'repurchaseRate' dataSource = 'dataSource' totalBeingTested = 'totalBeingTested' clearedOrBilateral = 'clearedOrBilateral' metricName = 'metricName' askGspread = 'askGspread' forecastHour = 'forecastHour' leg2PaymentType = 'leg2PaymentType' calSpreadMisPricing = 'calSpreadMisPricing' totalTestedNegative = 'totalTestedNegative' rate366 = 'rate366' platform = 'platform' rate365 = 'rate365' fixedRateFrequency = 'fixedRateFrequency' rate360 = 'rate360' isContinuous = 'isContinuous' value = 'value' payerDesignatedMaturity = 'payerDesignatedMaturity' productType = 'productType' mdv22Day = 'mdv22Day' twapRealizedBps = 'twapRealizedBps' testMeasureLabel = 'testMeasureLabel' quantity = 'quantity' reportId = 'reportId' indexWeight = 'indexWeight' MACSPrimaryAssetClass = 'MACSPrimaryAssetClass' trader = 'trader' leg2PriceType = 'leg2PriceType' totalActive = 'totalActive' gsid2 = 'gsid2' matchedMaturityOISSwapSpread = 'matchedMaturityOISSwapSpread' valuationDate = 'valuationDate' restrictGsFederation = 'restrictGsFederation' positionSource = 'positionSource' tcmCostHorizon6Hour = 'tcmCostHorizon6Hour' buy200cents = 'buy200cents' vwapUnrealizedBps = 'vwapUnrealizedBps' priceToBook = 'priceToBook' isin = 'isin' plId = 'plId' lastReturnsStartDate = 'lastReturnsStartDate' collateralValueVariance = 'collateralValueVariance' year = 'year' forecastPeriod = 'forecastPeriod' callFirstDate = 'callFirstDate' dataSetIds = 'dataSetIds' economicTermsHash = 'economicTermsHash' numBeds = 'numBeds' sell20bps = 'sell20bps' clientType = 'clientType' percentageCloseExecutedQuantity = 'percentageCloseExecutedQuantity' macaulayDuration = 'macaulayDuration' availableInventory = 'availableInventory' est1DayCompletePct = 'est1DayCompletePct' relativeHitRateYtd = 'relativeHitRateYtd' createdById = 'createdById' marketDataType = 'marketDataType' realShortRatesContribution = 'realShortRatesContribution' metricCategory = 'metricCategory' annualizedCarry = 'annualizedCarry' valuePrevious = 'valuePrevious' transmissionClassification = 'transmissionClassification' avgTradeRate = 'avgTradeRate' shortLevel = 'shortLevel' version = 'version' categoryType = 'categoryType' policyRateExpectation = 'policyRateExpectation' uploadDate = 'uploadDate' blockOffFacility = 'blockOffFacility' unrealizedVwapPerformanceUSD = 'unrealizedVwapPerformanceUSD' paceOfRollp75 = 'paceOfRollp75' earningsPerSharePositive = 'earningsPerSharePositive' numIcuBeds = 'numIcuBeds' bucketVolumeInPercentage = 'bucketVolumeInPercentage' estimatedTradingCost = 'estimatedTradingCost' eid = 'eid' relativeReturnQtd = 'relativeReturnQtd' assessedTestMeasure = 'assessedTestMeasure' mktQuotingStyle = 'mktQuotingStyle' expirationTenor = 'expirationTenor' priceLimit = 'priceLimit' marketModelId = 'marketModelId' receiverFrequency = 'receiverFrequency' realizedCorrelation = 'realizedCorrelation' issueStatus = 'issueStatus' collateralValueActual = 'collateralValueActual' atmFwdRate = 'atmFwdRate' tcmCostParticipationRate75Pct = 'tcmCostParticipationRate75Pct' close = 'close' esProductImpactScore = 'esProductImpactScore' equityVega = 'equityVega' executedFillQuantity = 'executedFillQuantity' lenderPayment = 'lenderPayment' fiveDayMove = 'fiveDayMove' valueFormat = 'valueFormat' windChillForecast = 'windChillForecast' targetNotional = 'targetNotional' fillLegId = 'fillLegId' rationale = 'rationale' realizedTwapPerformanceBps = 'realizedTwapPerformanceBps' lastUpdatedSince = 'lastUpdatedSince' totalTests = 'totalTests' equitiesContribution = 'equitiesContribution' simonId = 'simonId' congestion = 'congestion' notes = 'notes' totalProbableSeniorHome = 'totalProbableSeniorHome' eventCategory = 'eventCategory' averageFillRate = 'averageFillRate' unadjustedOpen = 'unadjustedOpen' criticality = 'criticality' bidAskSpread = 'bidAskSpread' arrivalMidUnrealizedBps = 'arrivalMidUnrealizedBps' optionType = 'optionType' terminationDate = 'terminationDate' queriesPerSecond = 'queriesPerSecond' liquidityType = 'liquidityType' creditLimit = 'creditLimit' rankQtd = 'rankQtd' combinedKey = 'combinedKey' girFxForecast = 'girFxForecast' effectiveTenor = 'effectiveTenor' girCommoditiesForecast = 'girCommoditiesForecast' relativeHumidityDailyForecast = 'relativeHumidityDailyForecast' std30DaysSubsidizedYield = 'std30DaysSubsidizedYield' annualizedTrackingError = 'annualizedTrackingError' futureMonthF26 = 'futureMonthF26' futureMonthF25 = 'futureMonthF25' volSwap = 'volSwap' futureMonthF24 = 'futureMonthF24' heatIndexDailyForecast = 'heatIndexDailyForecast' futureMonthF23 = 'futureMonthF23' realFCI = 'realFCI' blockTradesAndLargeNotionalOffFacilitySwaps = 'blockTradesAndLargeNotionalOffFacilitySwaps' futureMonthF22 = 'futureMonthF22' buy1point5bps = 'buy1point5bps' futureMonthF21 = 'futureMonthF21' expirationSettlementDate = 'expirationSettlementDate' absoluteReturnQtd = 'absoluteReturnQtd' grossExposure = 'grossExposure' volume = 'volume' adv = 'adv' shortConvictionMedium = 'shortConvictionMedium' completeTestMeasure = 'completeTestMeasure' exchange = 'exchange' esPolicyScore = 'esPolicyScore' rollVolumeStd = 'rollVolumeStd' temperatureDailyForecast = 'temperatureDailyForecast' relativePayoffQtd = 'relativePayoffQtd' onLoanPercentage = 'onLoanPercentage' twapRemainingSlices = 'twapRemainingSlices' fairVariance = 'fairVariance' hitRateWtd = 'hitRateWtd' previousCloseRealizedCash = 'previousCloseRealizedCash' realizedVolatility = 'realizedVolatility' unexecutedQuantity = 'unexecutedQuantity' proceedsAssetSwapSpread1m = 'proceedsAssetSwapSpread1m' cloneParentId = 'cloneParentId' windSpeedHourlyForecast = 'windSpeedHourlyForecast' etfFlowRatio = 'etfFlowRatio' assetParametersReceiverRateOption = 'assetParametersReceiverRateOption' buy60cents = 'buy60cents' securitySubTypeId = 'securitySubTypeId' message = 'message' stsRatesCountry = 'stsRatesCountry' sell65cents = 'sell65cents' horizon = 'horizon' wouldIfGoodLevel = 'wouldIfGoodLevel' bufferThresholdRequired = 'bufferThresholdRequired' faceValue = 'faceValue' rollVolumeHist = 'rollVolumeHist' counterPartyStatus = 'counterPartyStatus' composite22DayAdv = 'composite22DayAdv' percentageFarExecutedQuantity = 'percentageFarExecutedQuantity' loanSpreadRequired = 'loanSpreadRequired' assetClass = 'assetClass' sovereignSpreadContribution = 'sovereignSpreadContribution' ric = 'ric' bucketEndTime = 'bucketEndTime' rateType = 'rateType' totalFatalitiesSeniorHome = 'totalFatalitiesSeniorHome' loanStatus = 'loanStatus' shortWeight = 'shortWeight' geographyId = 'geographyId' sell7point5bps = 'sell7point5bps' nav = 'nav' fiscalQuarter = 'fiscalQuarter' versionString = 'versionString' payoffYtd = 'payoffYtd' marketImpact = 'marketImpact' eventType = 'eventType' fillPrice = 'fillPrice' assetCountLong = 'assetCountLong' sell180cents = 'sell180cents' spot = 'spot' applicationId = 'applicationId' indicativeClosePrice = 'indicativeClosePrice' swapSpread = 'swapSpread' tradingRestriction = 'tradingRestriction' assetParametersPayOrReceive = 'assetParametersPayOrReceive' priceSpotEntryUnit = 'priceSpotEntryUnit' unrealizedArrivalPerformanceBps = 'unrealizedArrivalPerformanceBps' city = 'city' pnlWtd = 'pnlWtd' covariance = 'covariance' bucketVolumeInShares = 'bucketVolumeInShares' commodityForecast = 'commodityForecast' valid = 'valid' stsCommodity = 'stsCommodity' initialPricingDate = 'initialPricingDate' indicationOfEndUserException = 'indicationOfEndUserException' windDirectionHourlyForecast = 'windDirectionHourlyForecast' esScore = 'esScore' _yield = 'yield' fatalitiesUnderlyingConditionsPresent = 'fatalitiesUnderlyingConditionsPresent' priceRangeInTicks = 'priceRangeInTicks' paceOfRollp25 = 'paceOfRollp25' dayCloseRealizedUSD = 'dayCloseRealizedUSD' pctChange = 'pctChange' brightnessType = 'brightnessType' futureMonth3M = 'futureMonth3M' numberOfRolls = 'numberOfRolls' isoCountryCodeNumeric = 'isoCountryCodeNumeric' priceType = 'priceType' realizedVwapPerformanceUSD = 'realizedVwapPerformanceUSD' fuelType = 'fuelType' bbid = 'bbid' vegaNotionalAmount = 'vegaNotionalAmount' fatalitiesUnderlyingConditionsAbsent = 'fatalitiesUnderlyingConditionsAbsent' effectiveDate = 'effectiveDate' capped = 'capped' rating = 'rating' optionCurrency = 'optionCurrency' isCloseAuction = 'isCloseAuction' volatility = 'volatility' avgVentUtil = 'avgVentUtil' underlyingAssetIds = 'underlyingAssetIds' buy6point5bps = 'buy6point5bps' vwapInLimitRealizedCash = 'vwapInLimitRealizedCash' estimatedClosingAuctionVolume = 'estimatedClosingAuctionVolume' sell2bps = 'sell2bps' annualRisk = 'annualRisk' eti = 'eti' vwapInLimitRealizedBps = 'vwapInLimitRealizedBps' rankMtd = 'rankMtd' marketBuffer = 'marketBuffer' futureMonthJ24 = 'futureMonthJ24' lastUploadedTime = 'lastUploadedTime' futureMonthJ23 = 'futureMonthJ23' oeId = 'oeId' futureMonthJ22 = 'futureMonthJ22' futureMonthJ21 = 'futureMonthJ21' bbidEquivalent = 'bbidEquivalent' initBufferThresholdRequired = 'initBufferThresholdRequired' leg2DesignatedMaturity = 'leg2DesignatedMaturity' matchedMaturityOISSwapRate = 'matchedMaturityOISSwapRate' fairPrice = 'fairPrice' participationRateInLimit = 'participationRateInLimit' extMktClass = 'extMktClass' priceCurrency = 'priceCurrency' failedCount = 'failedCount' leg1IndexLocation = 'leg1IndexLocation' supraStrategy = 'supraStrategy' dayCountConvention = 'dayCountConvention' roundedNotionalAmount1 = 'roundedNotionalAmount1' roundedNotionalAmount2 = 'roundedNotionalAmount2' factorSource = 'factorSource' futureMonthJ26 = 'futureMonthJ26' lendingSecType = 'lendingSecType' futureMonthJ25 = 'futureMonthJ25' leverage = 'leverage' forecastDay = 'forecastDay' optionFamily = 'optionFamily' generatorOutput = 'generatorOutput' priceSpotStopLossValue = 'priceSpotStopLossValue' kpiId = 'kpiId' windGeneration = 'windGeneration' percentageMidExecutedQuantity = 'percentageMidExecutedQuantity' borrowCost = 'borrowCost' knockOutDirection = 'knockOutDirection' riskModel = 'riskModel' assetParametersVendor = 'assetParametersVendor' fairValue = 'fairValue' openTime = 'openTime' pressureHourlyForecast = 'pressureHourlyForecast' localCcyRate = 'localCcyRate' endUserException = 'endUserException' sell90cents = 'sell90cents' executionVenue = 'executionVenue' primaryVwapInLimitRealizedBps = 'primaryVwapInLimitRealizedBps' approveRebalance = 'approveRebalance' adjustedClosePrice = 'adjustedClosePrice' lmsId = 'lmsId' rebateRate = 'rebateRate' sell130cents = 'sell130cents' sell32bps = 'sell32bps' paceOfRollp50 = 'paceOfRollp50' priceMoveVsArrival = 'priceMoveVsArrival' strikeRelative = 'strikeRelative' pressureType = 'pressureType' buy40bps = 'buy40bps' priceNotation = 'priceNotation' strategy = 'strategy' issueStatusDate = 'issueStatusDate' lenderIncome = 'lenderIncome' pbClientId = 'pbClientId' istatRegionCode = 'istatRegionCode' sell9bps = 'sell9bps' ownerId = 'ownerId' composite10DayAdv = 'composite10DayAdv' maxLoanBalance = 'maxLoanBalance' ideaActivityType = 'ideaActivityType' sell60cents = 'sell60cents' ideaSource = 'ideaSource' everOnVent = 'everOnVent' buy15cents = 'buy15cents' unadjustedAsk = 'unadjustedAsk' contributionName = 'contributionName' givenPlusPaid = 'givenPlusPaid' lastFillPrice = 'lastFillPrice' shortConvictionSmall = 'shortConvictionSmall' upfrontPaymentCurrency = 'upfrontPaymentCurrency' spotSettlementDate = 'spotSettlementDate' matrixOrder = 'matrixOrder' dateIndex = 'dateIndex' payerDayCountFraction = 'payerDayCountFraction' assetClassificationsIsPrimary = 'assetClassificationsIsPrimary' breakEvenInflationChange = 'breakEvenInflationChange' buy130cents = 'buy130cents' dwiContribution = 'dwiContribution' asset2Id = 'asset2Id' averageFillPrice = 'averageFillPrice' depthSpreadScore = 'depthSpreadScore' sell10cents = 'sell10cents' subAccount = 'subAccount' buy65cents = 'buy65cents' bondCdsBasis = 'bondCdsBasis' vendor = 'vendor' dataSet = 'dataSet' notionalAmount2 = 'notionalAmount2' notionalAmount1 = 'notionalAmount1' queueingTime = 'queueingTime' annReturn5Year = 'annReturn5Year' volumeStartOfDay = 'volumeStartOfDay' priceNotation3Type = 'priceNotation3Type' assetParametersFloatingRateDesignatedMaturity = 'assetParametersFloatingRateDesignatedMaturity' executedNotionalLocal = 'executedNotionalLocal' businessSponsor = 'businessSponsor' unexplained = 'unexplained' seasonalAdjustmentShort = 'seasonalAdjustmentShort' metric = 'metric' ask = 'ask' closePrice = 'closePrice' endTime = 'endTime' sell100cents = 'sell100cents' executionTimestamp = 'executionTimestamp' buy180cents = 'buy180cents' absoluteStrike = 'absoluteStrike' sell3point5bps = 'sell3point5bps' liquidityScoreBuy = 'liquidityScoreBuy' paymentFrequency = 'paymentFrequency' expenseRatioNetBps = 'expenseRatioNetBps' metricType = 'metricType' rankYtd = 'rankYtd' leg1Spread = 'leg1Spread' coverageRegion = 'coverageRegion' absoluteReturnYtd = 'absoluteReturnYtd' dayCountConvention2 = 'dayCountConvention2' fwdtier = 'fwdtier' degreeDays = 'degreeDays' turnoverAdjusted = 'turnoverAdjusted' priceSpotTargetValue = 'priceSpotTargetValue' marketDataPoint = 'marketDataPoint' numOfFunds = 'numOfFunds' tradeTime = 'tradeTime' executionId = 'executionId' turnoverUnadjusted = 'turnoverUnadjusted' leg1FloatingIndex = 'leg1FloatingIndex' hedgeAnnualizedVolatility = 'hedgeAnnualizedVolatility' benchmarkCurrency = 'benchmarkCurrency' futuresContract = 'futuresContract' name = 'name' aum = 'aum' leg1DayCountConvention = 'leg1DayCountConvention' cbsCode = 'cbsCode' folderName = 'folderName' apiUsage = 'apiUsage' twapInterval = 'twapInterval' uniqueId = 'uniqueId' optionExpirationDate = 'optionExpirationDate' swaptionAtmFwdRate = 'swaptionAtmFwdRate' liveDate = 'liveDate' corporateActionType = 'corporateActionType' primeId = 'primeId' description = 'description' assetClassificationsIsCountryPrimary = 'assetClassificationsIsCountryPrimary' rebateRateLimit = 'rebateRateLimit' factor = 'factor' daysOnLoan = 'daysOnLoan' longConvictionSmall = 'longConvictionSmall' sell40cents = 'sell40cents' relativePayoffYtd = 'relativePayoffYtd' gsfeer = 'gsfeer' relativeHitRateQtd = 'relativeHitRateQtd' wam = 'wam' wal = 'wal' quantityccy = 'quantityccy' backtestId = 'backtestId' dirtyPrice = 'dirtyPrice' corporateSpreadContribution = 'corporateSpreadContribution' relativeHumidityHourlyForecast = 'relativeHumidityHourlyForecast' multipleScore = 'multipleScore' betaAdjustedExposure = 'betaAdjustedExposure' dividendPoints = 'dividendPoints' brightness = 'brightness' assetParametersReceiverDesignatedMaturity = 'assetParametersReceiverDesignatedMaturity' bosInTicksDescription = 'bosInTicksDescription' testId = 'testId' impliedCorrelation = 'impliedCorrelation' normalizedPerformance = 'normalizedPerformance' overnightNewsEndTime = 'overnightNewsEndTime' bytesConsumed = 'bytesConsumed' swaptionVol = 'swaptionVol' estimatedClosingVolume = 'estimatedClosingVolume' issuer = 'issuer' dividendYield = 'dividendYield' marketType = 'marketType' numUnitsLower = 'numUnitsLower' sourceOrigin = 'sourceOrigin' proceedsAssetSwapSpread3m = 'proceedsAssetSwapSpread3m' totalQuantity = 'totalQuantity' internalUser = 'internalUser' sell40bps = 'sell40bps' redemptionOption = 'redemptionOption' notionalUnit2 = 'notionalUnit2' notionalUnit1 = 'notionalUnit1' sedol = 'sedol' roundingCostPnl = 'roundingCostPnl' midYield = 'midYield' unexecutedNotionalLocal = 'unexecutedNotionalLocal' sustainGlobal = 'sustainGlobal' endingDate = 'endingDate' proceedsAssetSwapSpread12m = 'proceedsAssetSwapSpread12m' grossInvestmentWtd = 'grossInvestmentWtd' annReturn3Year = 'annReturn3Year' sharpeWtd = 'sharpeWtd' discountFactor = 'discountFactor' relativeReturnMtd = 'relativeReturnMtd' priceChangeOnDay = 'priceChangeOnDay' buy100cents = 'buy100cents' forwardPoint = 'forwardPoint' fci = 'fci' recallQuantity = 'recallQuantity' fxPositioning = 'fxPositioning' gsidEquivalent = 'gsidEquivalent' categories = 'categories' extMktAsset = 'extMktAsset' quotingStyle = 'quotingStyle' errorMessage = 'errorMessage' midPrice = 'midPrice' proceedsAssetSwapSpread6m = 'proceedsAssetSwapSpread6m' stsEmDm = 'stsEmDm' embeddedOption = 'embeddedOption' tcmCostHorizon2Day = 'tcmCostHorizon2Day' ageBand = 'ageBand' returnsEnabled = 'returnsEnabled' runId = 'runId' queueInLots = 'queueInLots' tenderOfferExpirationDate = 'tenderOfferExpirationDate' midcurveAnnuity = 'midcurveAnnuity' lendingFundNavTrend = 'lendingFundNavTrend' cloudCoverForecast = 'cloudCoverForecast' tcmCostParticipationRate5Pct = 'tcmCostParticipationRate5Pct' defaultBackcast = 'defaultBackcast' newsOnIntensity = 'newsOnIntensity' priceFormingContinuationData = 'priceFormingContinuationData' adjustedShortInterest = 'adjustedShortInterest' newHospitalized = 'newHospitalized' assetParametersStrike = 'assetParametersStrike' buy35cents = 'buy35cents' leg2TotalNotional = 'leg2TotalNotional' assetParametersEffectiveDate = 'assetParametersEffectiveDate' annReturn10Year = 'annReturn10Year' numAdultIcuBeds = 'numAdultIcuBeds' daysToExpiration = 'daysToExpiration' continuationEvent = 'continuationEvent' wiId = 'wiId' marketCapCategory = 'marketCapCategory' historicalVolume = 'historicalVolume' buy5cents = 'buy5cents' eventStartDate = 'eventStartDate' leg1FixedRate = 'leg1FixedRate' equityGamma = 'equityGamma' rptId = 'rptId' grossIncome = 'grossIncome' emId = 'emId' assetCountInModel = 'assetCountInModel' stsCreditRegion = 'stsCreditRegion' minTemperature = 'minTemperature' bucketStartTime = 'bucketStartTime' fillType = 'fillType' closeTime = 'closeTime' failPct = 'failPct' isoCountryCodeAlpha2 = 'isoCountryCodeAlpha2' isoCountryCodeAlpha3 = 'isoCountryCodeAlpha3' amount = 'amount' lendingFundAcct = 'lendingFundAcct' rebate = 'rebate' electionType = 'electionType' relativeHitRateMtd = 'relativeHitRateMtd' impliedVolatility = 'impliedVolatility' spread = 'spread' variance = 'variance' wtdDegreeDaysDailyForecast = 'wtdDegreeDaysDailyForecast' swaptionAnnuity = 'swaptionAnnuity' buy6bps = 'buy6bps' g10Currency = 'g10Currency' humidityForecast = 'humidityForecast' relativePeriod = 'relativePeriod' user = 'user' customer = 'customer' leg1ResetFrequency = 'leg1ResetFrequency' queueClockTimeLabel = 'queueClockTimeLabel' paceOfRollp100 = 'paceOfRollp100' assetClassificationsGicsSubIndustry = 'assetClassificationsGicsSubIndustry' dewPointHourlyForecast = 'dewPointHourlyForecast' locationType = 'locationType' facetDivisionalReportingGroupId = 'facetDivisionalReportingGroupId' realizedTwapPerformanceUSD = 'realizedTwapPerformanceUSD' swapRate = 'swapRate' algoExecutionStyle = 'algoExecutionStyle' clientContact = 'clientContact' minTemperatureHour = 'minTemperatureHour' tradingCurrency = 'tradingCurrency' totalByOnset = 'totalByOnset' agencySwapSpread = 'agencySwapSpread' rank = 'rank' mixedSwapOtherReportedSDR = 'mixedSwapOtherReportedSDR' humidity = 'humidity' dataSetCategory = 'dataSetCategory' vwapRealizedBps = 'vwapRealizedBps' buy9bps = 'buy9bps' totalTested = 'totalTested' fatalitiesConfirmed = 'fatalitiesConfirmed' universeId1 = 'universeId1' assetParametersPayerDayCountFraction = 'assetParametersPayerDayCountFraction' universeId2 = 'universeId2' bidLow = 'bidLow' bucketizePrice = 'bucketizePrice' fairVarianceVolatility = 'fairVarianceVolatility' covid19 = 'covid19' clientExposure = 'clientExposure' leg2TotalNotionalUnit = 'leg2TotalNotionalUnit' sell45cents = 'sell45cents' gsSustainSubSector = 'gsSustainSubSector' sinkable = 'sinkable' isReal = 'isReal' maxTemperatureHour = 'maxTemperatureHour' leg2AveragingMethod = 'leg2AveragingMethod' jsn = 'jsn' sell160cents = 'sell160cents' knockInDirection = 'knockInDirection' dayCloseUnrealizedUSD = 'dayCloseUnrealizedUSD' tenor = 'tenor' pricingConvention = 'pricingConvention' popularity = 'popularity' floatingRateOption = 'floatingRateOption' hedgeValueType = 'hedgeValueType' assetParametersClearingHouse = 'assetParametersClearingHouse' disclaimer = 'disclaimer' payerFrequency = 'payerFrequency' loanFee = 'loanFee' deploymentVersion = 'deploymentVersion' buy16bps = 'buy16bps' tradeDayCount = 'tradeDayCount' priceToSales = 'priceToSales' newIdeasQtd = 'newIdeasQtd' subdivisionName = 'subdivisionName' adjustedAskPrice = 'adjustedAskPrice' factorUniverse = 'factorUniverse' arrivalRt = 'arrivalRt' internalIndexCalcAgent = 'internalIndexCalcAgent' excessMarginValue = 'excessMarginValue' transactionCost = 'transactionCost' centralBankSwapRate = 'centralBankSwapRate' previousNewConfirmed = 'previousNewConfirmed' unrealizedVwapPerformanceBps = 'unrealizedVwapPerformanceBps' degreeDaysDailyForecast = 'degreeDaysDailyForecast' positionAmount = 'positionAmount' heatIndexHourlyForecast = 'heatIndexHourlyForecast' maRank = 'maRank' fxPositioningSource = 'fxPositioningSource' eventStartDateTime = 'eventStartDateTime' impliedVolatilityByDeltaStrike = 'impliedVolatilityByDeltaStrike' mqSymbol = 'mqSymbol' numTotalUnits = 'numTotalUnits' corporateAction = 'corporateAction' leg1PriceType = 'leg1PriceType' assetParametersPayerRateOption = 'assetParametersPayerRateOption' sell20cents = 'sell20cents' leg2FixedPaymentCurrency = 'leg2FixedPaymentCurrency' gRegionalScore = 'gRegionalScore' hardToBorrow = 'hardToBorrow' sell5bps = 'sell5bps' rollVwap = 'rollVwap' wpk = 'wpk' bespokeSwap = 'bespokeSwap' assetParametersExpirationDate = 'assetParametersExpirationDate' countryName = 'countryName' carry = 'carry' startingDate = 'startingDate' loanId = 'loanId' onboarded = 'onboarded' liquidityScore = 'liquidityScore' longRatesContribution = 'longRatesContribution' sourceDateSpan = 'sourceDateSpan' annYield6Month = 'annYield6Month' underlyingDataSetId = 'underlyingDataSetId' closeUnadjusted = 'closeUnadjusted' valueUnit = 'valueUnit' quantityUnit = 'quantityUnit' adjustedLowPrice = 'adjustedLowPrice' isMomentum = 'isMomentum' longConvictionLarge = 'longConvictionLarge' oad = 'oad' rate = 'rate' couponType = 'couponType' client = 'client' convictionList = 'convictionList' passiveEtfRatio = 'passiveEtfRatio' futureMonthG26 = 'futureMonthG26' futureMonthG25 = 'futureMonthG25' futureMonthG24 = 'futureMonthG24' futureMonthG23 = 'futureMonthG23' typeOfReturn = 'typeOfReturn' futureMonthG22 = 'futureMonthG22' servicingCostLongPnl = 'servicingCostLongPnl' excessMarginPercentage = 'excessMarginPercentage' futureMonthG21 = 'futureMonthG21' totalMild = 'totalMild' realizedArrivalPerformanceBps = 'realizedArrivalPerformanceBps' precipitationDailyForecastInches = 'precipitationDailyForecastInches' exchangeId = 'exchangeId' leg2FixedPayment = 'leg2FixedPayment' tcmCostHorizon20Day = 'tcmCostHorizon20Day' realm = 'realm' bid = 'bid' hedgeValue = 'hedgeValue' orderStartTime = 'orderStartTime' isAggressive = 'isAggressive' floatingRateDesignatedMaturity = 'floatingRateDesignatedMaturity' percentageNearExecutedQuantity = 'percentageNearExecutedQuantity' orderId = 'orderId' hospitalType = 'hospitalType' dayCloseRealizedBps = 'dayCloseRealizedBps' precipitationHourlyForecast = 'precipitationHourlyForecast' marketCapUSD = 'marketCapUSD' auctionFillsPercentage = 'auctionFillsPercentage' highPrice = 'highPrice' absoluteShares = 'absoluteShares' fixedRateDayCountFraction = 'fixedRateDayCountFraction' model = 'model' unrealizedTwapPerformanceUSD = 'unrealizedTwapPerformanceUSD' id = 'id' maturity = 'maturity' deltaChange = 'deltaChange' index = 'index' unrealizedArrivalPerformanceUSD = 'unrealizedArrivalPerformanceUSD' icebergSlippage = 'icebergSlippage' sell120cents = 'sell120cents' futureMonthX26 = 'futureMonthX26' assetTypes = 'assetTypes' futureMonthX25 = 'futureMonthX25' bcid = 'bcid' mktPoint = 'mktPoint' futureMonthX24 = 'futureMonthX24' restrictionStartDate = 'restrictionStartDate' touchLiquidityScore = 'touchLiquidityScore' futureMonthX23 = 'futureMonthX23' futureMonthX22 = 'futureMonthX22' factorCategoryId = 'factorCategoryId' securityTypeId = 'securityTypeId' futureMonthX21 = 'futureMonthX21' investmentYtd = 'investmentYtd' leg2Notional = 'leg2Notional' sell1bps = 'sell1bps' sell200cents = 'sell200cents' expectedCompletionDate = 'expectedCompletionDate' spreadOptionVol = 'spreadOptionVol' sell80cents = 'sell80cents' inflationSwapRate = 'inflationSwapRate' activeQueries = 'activeQueries' sell45bps = 'sell45bps' embededOption = 'embededOption' eventSource = 'eventSource' qisPermNo = 'qisPermNo' settlement = 'settlement' shareclassId = 'shareclassId' feature2 = 'feature2' feature3 = 'feature3' stsCommoditySector = 'stsCommoditySector' exceptionStatus = 'exceptionStatus' overnightNewsIntensity = 'overnightNewsIntensity' salesCoverage = 'salesCoverage' feature1 = 'feature1' tcmCostParticipationRate10Pct = 'tcmCostParticipationRate10Pct' eventTime = 'eventTime' positionSourceName = 'positionSourceName' deliveryDate = 'deliveryDate' interestRate = 'interestRate' side = 'side' dynamicHybridAggressiveStyle = 'dynamicHybridAggressiveStyle' complianceRestrictedStatus = 'complianceRestrictedStatus' borrowFee = 'borrowFee' everIcu = 'everIcu' noWorseThanLevel = 'noWorseThanLevel' updateTime = 'updateTime' loanSpread = 'loanSpread' tcmCostHorizon12Hour = 'tcmCostHorizon12Hour' dewPoint = 'dewPoint' researchCommission = 'researchCommission' buy2bps = 'buy2bps' assetClassificationsRiskCountryCode = 'assetClassificationsRiskCountryCode' newIdeasMtd = 'newIdeasMtd' varSwapByExpiry = 'varSwapByExpiry' sellDate = 'sellDate' aumStart = 'aumStart' assetParametersSettlement = 'assetParametersSettlement' maxTemperature = 'maxTemperature' acquirerShareholderMeetingDate = 'acquirerShareholderMeetingDate' countIdeasWtd = 'countIdeasWtd' arrivalRtNormalized = 'arrivalRtNormalized' reportType = 'reportType' sourceURL = 'sourceURL' estimatedReturn = 'estimatedReturn' high = 'high' sourceLastUpdate = 'sourceLastUpdate' sunshineForecast = 'sunshineForecast' quantityMW = 'quantityMW' sell70cents = 'sell70cents' sell110cents = 'sell110cents' pnodeId = 'pnodeId' humidityType = 'humidityType' prevCloseAsk = 'prevCloseAsk' level = 'level' impliedVolatilityByExpiration = 'impliedVolatilityByExpiration' assetParametersFixedRateDayCountFraction = 'assetParametersFixedRateDayCountFraction' esMomentumScore = 'esMomentumScore' leg2Index = 'leg2Index' netWeight = 'netWeight' portfolioManagers = 'portfolioManagers' bosInTicks = 'bosInTicks' assetParametersCouponType = 'assetParametersCouponType' expectedResidualQuantity = 'expectedResidualQuantity' rollDate = 'rollDate' dynamicHybridSpeed = 'dynamicHybridSpeed' capFloorVol = 'capFloorVol' targetQuantity = 'targetQuantity' submitter = 'submitter' no = 'no' notional = 'notional' esDisclosurePercentage = 'esDisclosurePercentage' closeExecutedQuantityPercentage = 'closeExecutedQuantityPercentage' twapRealizedCash = 'twapRealizedCash' isOpenAuction = 'isOpenAuction' leg1Type = 'leg1Type' wetBulbTempHourlyForecast = 'wetBulbTempHourlyForecast' cleanupPrice = 'cleanupPrice' total = 'total' filledNotionalUSD = 'filledNotionalUSD' assetId = 'assetId' testStatus = 'testStatus' mktType = 'mktType' lastUpdatedTime = 'lastUpdatedTime' yield30Day = 'yield30Day' buy28bps = 'buy28bps' proportionOfRisk = 'proportionOfRisk' futureMonthK23 = 'futureMonthK23' futureMonthK22 = 'futureMonthK22' futureMonthK21 = 'futureMonthK21' primaryEntityId = 'primaryEntityId' cross = 'cross' ideaStatus = 'ideaStatus' contractSubtype = 'contractSubtype' sri = 'sri' fxForecast = 'fxForecast' fixingTimeLabel = 'fixingTimeLabel' isETF = 'isETF' _100 = '100' _101 = '101' _102 = '102' _103 = '103' _104 = '104' fillId = 'fillId' excessReturns = 'excessReturns' _105 = '105' _106 = '106' dollarReturn = 'dollarReturn' orderInLimit = 'orderInLimit' expiryTime = 'expiryTime' _107 = '107' returnOnEquity = 'returnOnEquity' _108 = '108' _109 = '109' futureMonthK26 = 'futureMonthK26' futureMonthK25 = 'futureMonthK25' futureMonthK24 = 'futureMonthK24' restrictionEndDate = 'restrictionEndDate' queueInLotsDescription = 'queueInLotsDescription' volumeLimit = 'volumeLimit' objective = 'objective' navPrice = 'navPrice' leg1UnderlyingAsset = 'leg1UnderlyingAsset' _110 = '110' _111 = '111' _112 = '112' _113 = '113' privatePlacementType = 'privatePlacementType' _114 = '114' hedgeNotional = 'hedgeNotional' _115 = '115' _116 = '116' askLow = 'askLow' intendedPRate = 'intendedPRate' _117 = '117' _118 = '118' _119 = '119' expiry = 'expiry' avgMonthlyYield = 'avgMonthlyYield' periodDirection = 'periodDirection' prevRptId = 'prevRptId' earningsPerShare = 'earningsPerShare' strikePercentage = 'strikePercentage' esProductImpactPercentile = 'esProductImpactPercentile' vwapRealizedCash = 'vwapRealizedCash' parAssetSwapSpread1m = 'parAssetSwapSpread1m' prevCloseBid = 'prevCloseBid' minimumIncrement = 'minimumIncrement' tcmCostHorizon16Day = 'tcmCostHorizon16Day' investmentMtd = 'investmentMtd' settlementDate = 'settlementDate' weightedAverageMidNormalized = 'weightedAverageMidNormalized' _120 = '120' _121 = '121' _122 = '122' salesPerShare = 'salesPerShare' _123 = '123' _124 = '124' _125 = '125' unadjustedClose = 'unadjustedClose' _126 = '126' _127 = '127' _128 = '128' _129 = '129' loanDate = 'loanDate' matchedMaturitySwapSpread1m = 'matchedMaturitySwapSpread1m' collateralPercentageActual = 'collateralPercentageActual' vwapInLimitUnrealizedBps = 'vwapInLimitUnrealizedBps' metricValue = 'metricValue' autoExecState = 'autoExecState' totalRecovered = 'totalRecovered' relativeReturnYtd = 'relativeReturnYtd' _130 = '130' tickServer = 'tickServer' _131 = '131' _132 = '132' _133 = '133' _134 = '134' cumulativeVolumeInPercentage = 'cumulativeVolumeInPercentage' _135 = '135' _136 = '136' _137 = '137' _138 = '138' _139 = '139' realTimeRestrictionStatus = 'realTimeRestrictionStatus' tradeType = 'tradeType' settlementType = 'settlementType' netChange = 'netChange' numberOfUnderliers = 'numberOfUnderliers' swapType = 'swapType' forecastType = 'forecastType' leg1Notional = 'leg1Notional' sellSettleDate = 'sellSettleDate' _140 = '140' _141 = '141' _142 = '142' _143 = '143' _144 = '144' _145 = '145' _146 = '146' _147 = '147' newIdeasYtd = 'newIdeasYtd' managementFee = 'managementFee' _148 = '148' _149 = '149' parAssetSwapSpread3m = 'parAssetSwapSpread3m' sell36bps = 'sell36bps' matchedMaturitySwapSpread3m = 'matchedMaturitySwapSpread3m' sourceId = 'sourceId' country = 'country' vwap = 'vwap' touchSpreadScore = 'touchSpreadScore' ratingSecondHighest = 'ratingSecondHighest' sell24bps = 'sell24bps' _150 = '150' _151 = '151' _152 = '152' frequency = 'frequency' _153 = '153' _154 = '154' activityId = 'activityId' _155 = '155' estimatedImpact = 'estimatedImpact' sell35cents = 'sell35cents' _156 = '156' loanSpreadBucket = 'loanSpreadBucket' _157 = '157' _158 = '158' coronavirusGlobalActivityTracker = 'coronavirusGlobalActivityTracker' _159 = '159' underlyers = 'underlyers' assetParametersPricingLocation = 'assetParametersPricingLocation' eventDescription = 'eventDescription' icebergMaxSize = 'icebergMaxSize' assetParametersCoupon = 'assetParametersCoupon' details = 'details' sector = 'sector' avgBedUtilRate = 'avgBedUtilRate' buy20bps = 'buy20bps' epidemic = 'epidemic' mctr = 'mctr' exchangeTime = 'exchangeTime' historicalClose = 'historicalClose' fipsCode = 'fipsCode' _160 = '160' _161 = '161' buy32bps = 'buy32bps' _162 = '162' _163 = '163' ideaId = 'ideaId' commentStatus = 'commentStatus' marginalCost = 'marginalCost' _164 = '164' _165 = '165' _166 = '166' _167 = '167' _168 = '168' clientWeight = 'clientWeight' _169 = '169' leg1DeliveryPoint = 'leg1DeliveryPoint' sell5cents = 'sell5cents' liqWkly = 'liqWkly' unrealizedTwapPerformanceBps = 'unrealizedTwapPerformanceBps' region = 'region' temperatureHour = 'temperatureHour' upperBound = 'upperBound' sell55cents = 'sell55cents' _170 = '170' _171 = '171' numPediIcuBeds = 'numPediIcuBeds' _172 = '172' bidYield = 'bidYield' _173 = '173' _174 = '174' expectedResidual = 'expectedResidual' _175 = '175' _176 = '176' optionPremium = 'optionPremium' _177 = '177' _178 = '178' _179 = '179' ownerName = 'ownerName' parAssetSwapSpread6m = 'parAssetSwapSpread6m' zScore = 'zScore' sell12bps = 'sell12bps' eventStartTime = 'eventStartTime' matchedMaturitySwapSpread6m = 'matchedMaturitySwapSpread6m' turnover = 'turnover' priceSpotTargetUnit = 'priceSpotTargetUnit' coverage = 'coverage' gPercentile = 'gPercentile' _180 = '180' _181 = '181' _182 = '182' cloudCoverHourlyForecast = 'cloudCoverHourlyForecast' _183 = '183' _184 = '184' lendingFundNav = 'lendingFundNav' sourceOriginalCategory = 'sourceOriginalCategory' percentCloseExecutionQuantity = 'percentCloseExecutionQuantity' _185 = '185' latestExecutionTime = 'latestExecutionTime' _186 = '186' _187 = '187' arrivalMidRealizedBps = 'arrivalMidRealizedBps' _188 = '188' _189 = '189' location = 'location' scenarioId = 'scenarioId' terminationTenor = 'terminationTenor' queueClockTime = 'queueClockTime' discretionLowerBound = 'discretionLowerBound' tcmCostParticipationRate50Pct = 'tcmCostParticipationRate50Pct' ratingLinear = 'ratingLinear' previousCloseUnrealizedBps = 'previousCloseUnrealizedBps' _190 = '190' _191 = '191' subAssetClassForOtherCommodity = 'subAssetClassForOtherCommodity' _192 = '192' forwardPrice = 'forwardPrice' _193 = '193' type = 'type' _194 = '194' strikeRef = 'strikeRef' _195 = '195' _196 = '196' _197 = '197' cumulativePnl = 'cumulativePnl' _198 = '198' shortTenor = 'shortTenor' sell28bps = 'sell28bps' fundClass = 'fundClass' _199 = '199' unadjustedVolume = 'unadjustedVolume' buy36bps = 'buy36bps' positionIdx = 'positionIdx' windChillHourlyForecast = 'windChillHourlyForecast' secName = 'secName' impliedVolatilityByRelativeStrike = 'impliedVolatilityByRelativeStrike' percentADV = 'percentADV' leg1TotalNotional = 'leg1TotalNotional' contract = 'contract' paymentFrequency1 = 'paymentFrequency1' paymentFrequency2 = 'paymentFrequency2' bespoke = 'bespoke' repoTenor = 'repoTenor' sell15cents = 'sell15cents' investmentQtd = 'investmentQtd' heatIndexForecast = 'heatIndexForecast' ratingStandardAndPoors = 'ratingStandardAndPoors' qualityStars = 'qualityStars' leg2FloatingIndex = 'leg2FloatingIndex' sourceTicker = 'sourceTicker' primaryVwapUnrealizedBps = 'primaryVwapUnrealizedBps' gsid = 'gsid' lendingFund = 'lendingFund' sensitivity = 'sensitivity' dayCount = 'dayCount' sell16bps = 'sell16bps' relativeBreakEvenInflationChange = 'relativeBreakEvenInflationChange' sell25cents = 'sell25cents' varSwap = 'varSwap' buy5point5bps = 'buy5point5bps' blockLargeNotional = 'blockLargeNotional' sell2point5bps = 'sell2point5bps' capacity = 'capacity' sectorsRaw = 'sectorsRaw' primaryVwapInLimit = 'primaryVwapInLimit' shareclassPrice = 'shareclassPrice' tradeSize = 'tradeSize' priceSpotEntryValue = 'priceSpotEntryValue' buy8point5bps = 'buy8point5bps' symbolDimensions = 'symbolDimensions' buy24bps = 'buy24bps' observation = 'observation' optionTypeSDR = 'optionTypeSDR' scenarioGroupId = 'scenarioGroupId' averageImpliedVariance = 'averageImpliedVariance' avgTradeRateDescription = 'avgTradeRateDescription' fraction = 'fraction' assetCountShort = 'assetCountShort' collateralPercentageRequired = 'collateralPercentageRequired' sell5point5bps = 'sell5point5bps' date = 'date' zipCode = 'zipCode' totalStdReturnSinceInception = 'totalStdReturnSinceInception' sourceCategory = 'sourceCategory' volumeUnadjusted = 'volumeUnadjusted' passiveRatio = 'passiveRatio' priceToEarnings = 'priceToEarnings' orderDepth = 'orderDepth' annYield3Month = 'annYield3Month' netFlowStd = 'netFlowStd' encodedStats = 'encodedStats' buy5bps = 'buy5bps' runTime = 'runTime' askSize = 'askSize' absoluteReturnMtd = 'absoluteReturnMtd' std30DaysUnsubsidizedYield = 'std30DaysUnsubsidizedYield' resource = 'resource' averageRealizedVolatility = 'averageRealizedVolatility' traceAdvBuy = 'traceAdvBuy' newConfirmed = 'newConfirmed' sell8bps = 'sell8bps' bidPrice = 'bidPrice' sell8point5bps = 'sell8point5bps' targetPriceUnrealizedBps = 'targetPriceUnrealizedBps' esNumericPercentile = 'esNumericPercentile' leg2UnderlyingAsset = 'leg2UnderlyingAsset' csaTerms = 'csaTerms' relativePayoffMtd = 'relativePayoffMtd' dailyNetShareholderFlows = 'dailyNetShareholderFlows' buy2point5bps = 'buy2point5bps' cai = 'cai' executedNotionalUSD = 'executedNotionalUSD' systemTime = 'systemTime' totalHomeIsolation = 'totalHomeIsolation' stationName = 'stationName' passPct = 'passPct' openingReport = 'openingReport' midcurveAtmFwdRate = 'midcurveAtmFwdRate' precipitationForecast = 'precipitationForecast' equityRiskPremiumIndex = 'equityRiskPremiumIndex' fatalitiesUnderlyingConditionsUnknown = 'fatalitiesUnderlyingConditionsUnknown' buy12bps = 'buy12bps' clearingHouse = 'clearingHouse' dayCloseUnrealizedBps = 'dayCloseUnrealizedBps' stsRatesMaturity = 'stsRatesMaturity' liqDly = 'liqDly' contributorRole = 'contributorRole' totalFatalities = 'totalFatalities' adjustedClose = 'adjustedClose' averageValue = 'averageValue' avgInterestRate = 'avgInterestRate' basisDuration = 'basisDuration' bestMonthDate = 'bestMonthDate' bloombergTicker = 'bloombergTicker' capexDepreciation = 'capexDepreciation' capexSales = 'capexSales' cashConversion = 'cashConversion' category = 'category' convexity = 'convexity' countryCode = 'countryCode' croci = 'croci' currentValue = 'currentValue' dacf = 'dacf' dailyVolatility = 'dailyVolatility' divYield = 'divYield' dpsGrowth = 'dpsGrowth' drawdownOverReturn = 'drawdownOverReturn' ebitdaGrowth = 'ebitdaGrowth' ebitdaMargin = 'ebitdaMargin' ebitGrowth = 'ebitGrowth' ebitMargin = 'ebitMargin' evGci = 'evGci' fcfConversion = 'fcfConversion' fcfYield = 'fcfYield' gci = 'gci' grossProfTotAssets = 'grossProfTotAssets' historicCPR = 'historicCPR' incrementalMargin = 'incrementalMargin' industry = 'industry' informationRatio = 'informationRatio' interestCover = 'interestCover' lastChange = 'lastChange' lastChangePct = 'lastChangePct' lastDate = 'lastDate' lastValue = 'lastValue' liborMatchedMaturitySwap = 'liborMatchedMaturitySwap' liborOAS = 'liborOAS' liborProceedsASW = 'liborProceedsASW' liborzSpread = 'liborzSpread' manEarningGrowthMeas = 'manEarningGrowthMeas' marginalRiskContribution = 'marginalRiskContribution' maxDrawdown = 'maxDrawdown' netDebtEbitda = 'netDebtEbitda' netDebtEquity = 'netDebtEquity' niGrowth = 'niGrowth' niMargin = 'niMargin' oisMatchedMaturitySwap = 'oisMatchedMaturitySwap' oisProceedsASW = 'oisProceedsASW' oiszSpread = 'oiszSpread' optionStyle = 'optionStyle' payup = 'payup' positionDate = 'positionDate' preTaxProfitGrowth = 'preTaxProfitGrowth' riskPremiaStyles = 'riskPremiaStyles' roce = 'roce' rolldown = 'rolldown' salesGrowth = 'salesGrowth' sharpeRatio = 'sharpeRatio' totalDebtCapital = 'totalDebtCapital' totalDebtTotalAsset = 'totalDebtTotalAsset' totalReturn = 'totalReturn' unleveredFcfYield = 'unleveredFcfYield' worstMonthDate = 'worstMonthDate' def __repr__(self): return self.value class Format(EnumBase, Enum): """Alternative format for data to be returned in""" Json = 'Json' Excel = 'Excel' MessagePack = 'MessagePack' Pdf = 'Pdf' def __repr__(self): return self.value class IndexNotTradingReasons(EnumBase, Enum): """Reasons the index was not traded""" Cost = 'Cost' Client_does_not_like_the_construction = 'Client does not like the construction' Basket_created_prematurely = 'Basket created prematurely' Economics_of_the_basket_changed__client_no_longer_interested_in_trading = 'Economics of the basket changed: client no longer interested in trading' GS_booking_OVER_operational_issues = 'GS booking/operational issues' _ = '' def __repr__(self): return self.value class LiquidityMeasure(EnumBase, Enum): """A list of the different liquidity measures to choose from.""" Summary = 'Summary' Constituent_Transaction_Costs = 'Constituent Transaction Costs' Constituents = 'Constituents' Largest_Holdings_By_Weight = 'Largest Holdings By Weight' Least_Liquid_Holdings = 'Least Liquid Holdings' ADV_Percent_Buckets = 'ADV Percent Buckets' Market_Cap_Buckets = 'Market Cap Buckets' Region_Buckets = 'Region Buckets' Country_Buckets = 'Country Buckets' Sector_Buckets = 'Sector Buckets' Industry_Buckets = 'Industry Buckets' Risk_Buckets = 'Risk Buckets' Factor_Risk_Buckets = 'Factor Risk Buckets' Exposure_Buckets = 'Exposure Buckets' Factor_Exposure_Buckets = 'Factor Exposure Buckets' Percent_Of_Trade_Complete_Over_Time = 'Percent Of Trade Complete Over Time' Execution_Cost_With_Different_Time_Horizons = 'Execution Cost With Different Time Horizons' Participation_Rate_With_Different_Time_Horizons = 'Participation Rate With Different Time Horizons' Risk_With_Different_Time_Horizons = 'Risk With Different Time Horizons' Historical_ADV_Percent_Curve = 'Historical ADV Percent Curve' Time_Series_Data = 'Time Series Data' def __repr__(self): return self.value class MarketDataFrequency(EnumBase, Enum): Real_Time = 'Real Time' End_Of_Day = 'End Of Day' def __repr__(self): return self.value class MarketDataShockType(EnumBase, Enum): """Market data shock type""" Absolute = 'Absolute' Proportional = 'Proportional' Invalid = 'Invalid' Override = 'Override' StdDev = 'StdDev' AutoDefault = 'AutoDefault' CSWFFR = 'CSWFFR' StdVolFactor = 'StdVolFactor' StdVolFactorProportional = 'StdVolFactorProportional' def __repr__(self): return self.value class MarketDataVendor(EnumBase, Enum): Goldman_Sachs = 'Goldman Sachs' Thomson_Reuters = 'Thomson Reuters' Solactive = 'Solactive' Bloomberg = 'Bloomberg' Axioma = 'Axioma' Goldman_Sachs_Prime_Services = 'Goldman Sachs Prime Services' Goldman_Sachs_Global_Investment_Research = 'Goldman Sachs Global Investment Research' National_Weather_Service = 'National Weather Service' WM = 'WM' Hedge_Fund_Research__Inc_ = 'Hedge Fund Research, Inc.' London_Stock_Exchange = 'London Stock Exchange' Goldman_Sachs_MDFarm = 'Goldman Sachs MDFarm' PredictIt = 'PredictIt' Iowa_Electronic_Markets = 'Iowa Electronic Markets' RealClearPolitics = 'RealClearPolitics' _538 = '538' FiveThirtyEight = 'FiveThirtyEight' Opinium = 'Opinium' YouGov = 'YouGov' MorningStar = 'MorningStar' Survation = 'Survation' Survation__YouGov = 'Survation, YouGov' European_Centre_for_Disease_Prevention_and_Control = 'European Centre for Disease Prevention and Control' Centers_for_Disease_Control_and_Prevention = 'Centers for Disease Control and Prevention' Johns_Hopkins_University = 'Johns Hopkins University' Google = 'Google' National_Health_Service = 'National Health Service' World_Health_Organization = 'World Health Organization' Wikipedia = 'Wikipedia' StarSchema = 'StarSchema' Covid_Working_Group = 'Covid Working Group' CovidTracking = 'CovidTracking' Bing = 'Bing' FRED = 'FRED' Institute_for_Health_Metrics_and_Evaluation = 'Institute for Health Metrics and Evaluation' Refinitiv = 'Refinitiv' Goldman_Sachs_Global_Investment_Research__Refinitiv = 'Goldman Sachs Global Investment Research, Refinitiv' EPFR = 'EPFR' def __repr__(self): return self.value class OptionExpiryType(EnumBase, Enum): _1m = '1m' _2m = '2m' _3m = '3m' _4m = '4m' _5m = '5m' _6m = '6m' def __repr__(self): return self.value class OptionSettlementMethod(EnumBase, Enum): """How the option is settled (e.g. Cash, Physical)""" Cash = 'Cash' Physical = 'Physical' def __repr__(self): return self.value class OptionStrikeType(EnumBase, Enum): Relative = 'Relative' Delta = 'Delta' def __repr__(self): return self.value class OptionStyle(EnumBase, Enum): """Option Exercise Style""" European = 'European' American = 'American' Bermudan = 'Bermudan' def __repr__(self): return self.value class OptionType(EnumBase, Enum): """Option Type""" Call = 'Call' Put = 'Put' Binary_Call = 'Binary Call' Binary_Put = 'Binary Put' def __repr__(self): return self.value class PCOCurrencyType(EnumBase, Enum): """Currency Type Options for PCO""" Exposure = 'Exposure' Base = 'Base' Local = 'Local' def __repr__(self): return self.value class PCOFundCalendar(EnumBase, Enum): """Fund Calendar Options for PCO""" New_York = 'New York' London = 'London' Hong_Kong = 'Hong Kong' Singapore = 'Singapore' def __repr__(self): return self.value class PayReceive(EnumBase, Enum): """Pay or receive fixed""" Pay = 'Pay' Receive = 'Receive' Straddle = 'Straddle' def __repr__(self): return self.value class Period(EnumBase, Enum): """A coding scheme to define a period corresponding to a quantity amount""" Month = 'Month' Quarter = 'Quarter' Hour = 'Hour' Day = 'Day' BusinessDay = 'BusinessDay' def __repr__(self): return self.value class PricingLocation(EnumBase, Enum): """Based on the location of the exchange. Called 'Native Region' in SecDB""" NYC = 'NYC' LDN = 'LDN' TKO = 'TKO' HKG = 'HKG' def __repr__(self): return self.value class PrincipalExchange(EnumBase, Enum): """How principal is exchanged""" _None = 'None' Both = 'Both' First = 'First' Last = 'Last' def __repr__(self): return self.value class ProductCode(EnumBase, Enum): """Override the clearing destination/symbol""" CME__BB = 'CME::BB' CME__BK = 'CME::BK' CME__BY = 'CME::BY' CME__BZ = 'CME::BZ' CME__CL = 'CME::CL' CME__CL_BZ = 'CME::CL-BZ' CME__CS = 'CME::CS' CME__CY = 'CME::CY' CME__HK = 'CME::HK' CME__HO = 'CME::HO' CME__HOB = 'CME::HOB' CME__HO_CL = 'CME::HO-CL' CME__MP = 'CME::MP' CME__NG = 'CME::NG' CME__NLS = 'CME::NLS' CME__RB = 'CME::RB' CME__RBB = 'CME::RBB' CME__RB_BZ = 'CME::RB-BZ' CME__RB_CL = 'CME::RB-CL' CME__RH = 'CME::RH' CME__RL = 'CME::RL' CME__RM = 'CME::RM' CME__WS = 'CME::WS' CME_ICE__RB_B = 'CME-ICE::RB-B' ICE__B = 'ICE::B' ICE__BNB = 'ICE::BNB' ICE__BTD = 'ICE::BTD' ICE__G = 'ICE::G' ICE__G_B = 'ICE::G-B' ICE__HBT = 'ICE::HBT' ICE__HNG = 'ICE::HNG' ICE__HOF = 'ICE::HOF' ICE__I = 'ICE::I' ICE__N = 'ICE::N' ICE__N_B = 'ICE::N-B' ICE__O = 'ICE::O' ICE__O_B = 'ICE::O-B' ICE__R = 'ICE::R' ICE__RBR = 'ICE::RBR' ICE__T = 'ICE::T' ICE__T_B = 'ICE::T-B' ICE__ULA = 'ICE::ULA' ICE__ULC = 'ICE::ULC' ICE__ULD = 'ICE::ULD' ICE__ULM = 'ICE::ULM' ICE__WTB = 'ICE::WTB' LME__MAL = 'LME::MAL' LME__MNI = 'LME::MNI' LME__MPB = 'LME::MPB' LME__MZN = 'LME::MZN' OTC__BRT = 'OTC::BRT' OTC__GO = 'OTC::GO' OTC__GO_BRT = 'OTC::GO-BRT' OTC__HO = 'OTC::HO' OTC__HO_BRT = 'OTC::HO-BRT' OTC__HO_GO = 'OTC::HO-GO' OTC__HO_WTI = 'OTC::HO-WTI' OTC__MAL = 'OTC::MAL' OTC__MNI = 'OTC::MNI' OTC__MPB = 'OTC::MPB' OTC__MZN = 'OTC::MZN' OTC__NG = 'OTC::NG' OTC__RB = 'OTC::RB' OTC__RB_BRT = 'OTC::RB-BRT' OTC__RB_HO = 'OTC::RB-HO' OTC__RB_WTI = 'OTC::RB-WTI' OTC__WTI = 'OTC::WTI' OTC__WTI_BRT = 'OTC::WTI-BRT' def __repr__(self): return self.value class Region(EnumBase, Enum): """Regional classification for the asset""" _ = '' Americas = 'Americas' Asia = 'Asia' EM = 'EM' Europe = 'Europe' Global = 'Global' def __repr__(self): return self.value class ReportJobPriority(EnumBase, Enum): """Report job priority.""" High = 'High' Normal = 'Normal' def __repr__(self): return self.value class RiskMeasureType(EnumBase, Enum): """The type of measure to perform risk on. e.g. Greeks""" Annual_ATM_Implied_Volatility = 'Annual ATM Implied Volatility' Annual_ATMF_Implied_Volatility = 'Annual ATMF Implied Volatility' Annual_Implied_Volatility = 'Annual Implied Volatility' AnnuityLocalCcy = 'AnnuityLocalCcy' BaseCPI = 'BaseCPI' Basis = 'Basis' BSPrice = 'BSPrice' CRIF_IRCurve = 'CRIF IRCurve' Cashflows = 'Cashflows' Daily_Implied_Volatility = 'Daily Implied Volatility' Delta = 'Delta' DeltaLocalCcy = 'DeltaLocalCcy' Description = 'Description' Dollar_Price = 'Dollar Price' DV01 = 'DV01' Fair_Price = 'Fair Price' FairVarStrike = 'FairVarStrike' FairVolStrike = 'FairVolStrike' Forward_Price = 'Forward Price' Forward_Rate = 'Forward Rate' Price = 'Price' Gamma = 'Gamma' GammaLocalCcy = 'GammaLocalCcy' InflationDelta = 'InflationDelta' Local_Currency_Accrual_in_Cents = 'Local Currency Accrual in Cents' Local_Currency_Annuity = 'Local Currency Annuity' Market_Data = 'Market Data' Market_Data_Assets = 'Market Data Assets' MV = 'MV' OAS = 'OAS' ParallelBasis = 'ParallelBasis' ParallelDelta = 'ParallelDelta' ParallelDeltaLocalCcy = 'ParallelDeltaLocalCcy' ParallelDiscountDelta = 'ParallelDiscountDelta' ParallelDiscountDeltaLocalCcy = 'ParallelDiscountDeltaLocalCcy' ParallelInflationDelta = 'ParallelInflationDelta' ParallelIndexDelta = 'ParallelIndexDelta' ParallelIndexDeltaLocalCcy = 'ParallelIndexDeltaLocalCcy' ParallelInflationDeltaLocalCcy = 'ParallelInflationDeltaLocalCcy' ParallelXccyDelta = 'ParallelXccyDelta' ParallelXccyDeltaLocalCcy = 'ParallelXccyDeltaLocalCcy' ParallelGamma = 'ParallelGamma' ParallelGammaLocalCcy = 'ParallelGammaLocalCcy' ParallelVega = 'ParallelVega' ParallelVegaLocalCcy = 'ParallelVegaLocalCcy' Premium_In_Cents = 'Premium In Cents' Premium = 'Premium' Resolved_Instrument_Values = 'Resolved Instrument Values' PNL = 'PNL' PnlExplain = 'PnlExplain' PnlExplainLocalCcy = 'PnlExplainLocalCcy' PnlPredict = 'PnlPredict' PV = 'PV' QuotedDelta = 'QuotedDelta' Spot = 'Spot' Spot_Rate = 'Spot Rate' Strike = 'Strike' Theta = 'Theta' Vanna = 'Vanna' Vega = 'Vega' VegaLocalCcy = 'VegaLocalCcy' Volga = 'Volga' Volatility = 'Volatility' XccyDelta = 'XccyDelta' def __repr__(self): return self.value class RiskMeasureUnit(EnumBase, Enum): """The unit of change of underlying in the risk computation.""" Percent = 'Percent' Dollar = 'Dollar' BPS = 'BPS' def __repr__(self): return self.value class ScenarioType(EnumBase, Enum): """Type of Scenario""" Spot_Vol = 'Spot Vol' Greeks = 'Greeks' def __repr__(self): return self.value class SettlementType(EnumBase, Enum): """Settlement Type""" Cash = 'Cash' Physical = 'Physical' def __repr__(self): return self.value class StrikeMethodType(EnumBase, Enum): Spread = 'Spread' Delta = 'Delta' Percentage_of_Price = 'Percentage of Price' Fixed = 'Fixed' def __repr__(self): return self.value class SwapClearingHouse(EnumBase, Enum): """Swap Clearing House""" LCH = 'LCH' EUREX = 'EUREX' JSCC = 'JSCC' CME = 'CME' NONE = 'NONE' def __repr__(self): return self.value class SwapSettlement(EnumBase, Enum): """Swap Settlement Type""" Phys_CLEARED = 'Phys.CLEARED' Physical = 'Physical' Cash_CollatCash = 'Cash.CollatCash' Cash_PYU = 'Cash.PYU' def __repr__(self): return self.value class TradeAs(EnumBase, Enum): """Option trade as (i.e. listed, otc, lookalike etc)""" Listed = 'Listed' Listed_Look_alike_OTC = 'Listed Look alike OTC' Flex = 'Flex' OTC = 'OTC' def __repr__(self): return self.value class TradeType(EnumBase, Enum): """Direction""" Buy = 'Buy' Sell = 'Sell' def __repr__(self): return self.value class UnderlierType(EnumBase, Enum): """Type of underlyer""" BBID = 'BBID' CUSIP = 'CUSIP' ISIN = 'ISIN' SEDOL = 'SEDOL' RIC = 'RIC' Ticker = 'Ticker' def __repr__(self): return self.value class ValuationTime(EnumBase, Enum): """The time of valuation, e.g. for an option""" MktClose = 'MktClose' MktOpen = 'MktOpen' SQ = 'SQ' def __repr__(self): return self.value class VarianceConvention(EnumBase, Enum): """Specifies whether the variance is Annualized or Total""" Annualized = 'Annualized' Total = 'Total' def __repr__(self): return self.value class AssetIdPriceable(Priceable): """An object to hold assetId when it can't be passed as a string.""" @camel_case_translate def __init__( self, asset_id: str = None, name: str = None ): super().__init__() self.asset_id = asset_id self.name = name @property def asset_id(self) -> str: """Marquee unique asset identifier.""" return self.__asset_id @asset_id.setter def asset_id(self, value: str): self._property_changed('asset_id') self.__asset_id = value class CSLDate(Base): """A date""" @camel_case_translate def __init__( self, date_value: datetime.date = None, name: str = None ): super().__init__() self.date_value = date_value self.name = name @property def date_value(self) -> datetime.date: """ISO 8601-formatted date""" return self.__date_value @date_value.setter def date_value(self, value: datetime.date): self._property_changed('date_value') self.__date_value = value class CSLDouble(Base): """A double""" @camel_case_translate def __init__( self, double_value: float = None, name: str = None ): super().__init__() self.double_value = double_value self.name = name @property def double_value(self) -> float: """The value""" return self.__double_value @double_value.setter def double_value(self, value: float): self._property_changed('double_value') self.__double_value = value class CSLFXCross(Base): """An FX cross""" @camel_case_translate def __init__( self, string_value: str = None, name: str = None ): super().__init__() self.string_value = string_value self.name = name @property def string_value(self) -> str: """Currency pair""" return self.__string_value @string_value.setter def string_value(self, value: str): self._property_changed('string_value') self.__string_value = value class CSLIndex(Base): """An index""" @camel_case_translate def __init__( self, string_value: str = None, name: str = None ): super().__init__() self.string_value = string_value self.name = name @property def string_value(self) -> str: """Display name of the asset""" return self.__string_value @string_value.setter def string_value(self, value: str): self._property_changed('string_value') self.__string_value = value class CSLSimpleSchedule(Base): """A fixing date, settlement date pair""" @camel_case_translate def __init__( self, fixing_date: datetime.date = None, settlement_date: datetime.date = None, name: str = None ): super().__init__() self.fixing_date = fixing_date self.settlement_date = settlement_date self.name = name @property def fixing_date(self) -> datetime.date: """ISO 8601-formatted date""" return self.__fixing_date @fixing_date.setter def fixing_date(self, value: datetime.date): self._property_changed('fixing_date') self.__fixing_date = value @property def settlement_date(self) -> datetime.date: """ISO 8601-formatted date""" return self.__settlement_date @settlement_date.setter def settlement_date(self, value: datetime.date): self._property_changed('settlement_date') self.__settlement_date = value class CSLStock(Base): """A stock""" @camel_case_translate def __init__( self, string_value: str = None, name: str = None ): super().__init__() self.string_value = string_value self.name = name @property def string_value(self) -> str: """Display name of the asset""" return self.__string_value @string_value.setter def string_value(self, value: str): self._property_changed('string_value') self.__string_value = value class CSLString(Base): """A string""" @camel_case_translate def __init__( self, string_value: str = None, name: str = None ): super().__init__() self.string_value = string_value self.name = name @property def string_value(self) -> str: """The value""" return self.__string_value @string_value.setter def string_value(self, value: str): self._property_changed('string_value') self.__string_value = value class CSLSymCaseNamedParam(Base): """A named case-sensitive string.""" @camel_case_translate def __init__( self, sym_case_value: str = None, name: str = None ): super().__init__() self.sym_case_value = sym_case_value self.name = name @property def sym_case_value(self) -> str: """A case-sensitive string""" return self.__sym_case_value @sym_case_value.setter def sym_case_value(self, value: str): self._property_changed('sym_case_value') self.__sym_case_value = value @property def name(self) -> str: """A name for the symbol""" return self.__name @name.setter def name(self, value: str): self._property_changed('name') self.__name = value class CompositeScenario(Base): """A scenario for composing scenarios""" @camel_case_translate def __init__( self, scenarios: tuple = None, name: str = None ): super().__init__() self.scenarios = scenarios self.name = name @property def scenario_type(self) -> str: """CompositeScenario""" return 'CompositeScenario' @property def scenarios(self) -> tuple: """The scenarios, in order""" return self.__scenarios @scenarios.setter def scenarios(self, value: tuple): self._property_changed('scenarios') self.__scenarios = value class EntitlementExclusions(Base): """Defines the exclusion entitlements of a given resource.""" @camel_case_translate def __init__( self, view: Tuple[Tuple[str, ...], ...] = None, edit: Tuple[Tuple[str, ...], ...] = None, admin: Tuple[Tuple[str, ...], ...] = None, rebalance: Tuple[Tuple[str, ...], ...] = None, execute: Tuple[Tuple[str, ...], ...] = None, trade: Tuple[Tuple[str, ...], ...] = None, upload: Tuple[Tuple[str, ...], ...] = None, query: Tuple[Tuple[str, ...], ...] = None, performance_details: Tuple[Tuple[str, ...], ...] = None, plot: Tuple[Tuple[str, ...], ...] = None, delete: Tuple[Tuple[str, ...], ...] = None, name: str = None ): super().__init__() self.view = view self.edit = edit self.admin = admin self.rebalance = rebalance self.execute = execute self.trade = trade self.upload = upload self.query = query self.performance_details = performance_details self.plot = plot self.delete = delete self.name = name @property def view(self) -> Tuple[Tuple[str, ...], ...]: return self.__view @view.setter def view(self, value: Tuple[Tuple[str, ...], ...]): self._property_changed('view') self.__view = value @property def edit(self) -> Tuple[Tuple[str, ...], ...]: return self.__edit @edit.setter def edit(self, value: Tuple[Tuple[str, ...], ...]): self._property_changed('edit') self.__edit = value @property def admin(self) -> Tuple[Tuple[str, ...], ...]: return self.__admin @admin.setter def admin(self, value: Tuple[Tuple[str, ...], ...]): self._property_changed('admin') self.__admin = value @property def rebalance(self) -> Tuple[Tuple[str, ...], ...]: return self.__rebalance @rebalance.setter def rebalance(self, value: Tuple[Tuple[str, ...], ...]): self._property_changed('rebalance') self.__rebalance = value @property def execute(self) -> Tuple[Tuple[str, ...], ...]: return self.__execute @execute.setter def execute(self, value: Tuple[Tuple[str, ...], ...]): self._property_changed('execute') self.__execute = value @property def trade(self) -> Tuple[Tuple[str, ...], ...]: return self.__trade @trade.setter def trade(self, value: Tuple[Tuple[str, ...], ...]): self._property_changed('trade') self.__trade = value @property def upload(self) -> Tuple[Tuple[str, ...], ...]: return self.__upload @upload.setter def upload(self, value: Tuple[Tuple[str, ...], ...]): self._property_changed('upload') self.__upload = value @property def query(self) -> Tuple[Tuple[str, ...], ...]: return self.__query @query.setter def query(self, value: Tuple[Tuple[str, ...], ...]): self._property_changed('query') self.__query = value @property def performance_details(self) -> Tuple[Tuple[str, ...], ...]: return self.__performance_details @performance_details.setter def performance_details(self, value: Tuple[Tuple[str, ...], ...]): self._property_changed('performance_details') self.__performance_details = value @property def plot(self) -> Tuple[Tuple[str, ...], ...]: return self.__plot @plot.setter def plot(self, value: Tuple[Tuple[str, ...], ...]): self._property_changed('plot') self.__plot = value @property def delete(self) -> Tuple[Tuple[str, ...], ...]: return self.__delete @delete.setter def delete(self, value: Tuple[Tuple[str, ...], ...]): self._property_changed('delete') self.__delete = value class Entitlements(Base): """Defines the entitlements of a given resource.""" @camel_case_translate def __init__( self, view: Tuple[str, ...] = None, edit: Tuple[str, ...] = None, admin: Tuple[str, ...] = None, rebalance: Tuple[str, ...] = None, execute: Tuple[str, ...] = None, trade: Tuple[str, ...] = None, upload: Tuple[str, ...] = None, query: Tuple[str, ...] = None, performance_details: Tuple[str, ...] = None, plot: Tuple[str, ...] = None, delete: Tuple[str, ...] = None, display: Tuple[str, ...] = None, name: str = None ): super().__init__() self.view = view self.edit = edit self.admin = admin self.rebalance = rebalance self.execute = execute self.trade = trade self.upload = upload self.query = query self.performance_details = performance_details self.plot = plot self.delete = delete self.display = display self.name = name @property def view(self) -> Tuple[str, ...]: """Permission to view the resource and its contents""" return self.__view @view.setter def view(self, value: Tuple[str, ...]): self._property_changed('view') self.__view = value @property def edit(self) -> Tuple[str, ...]: """Permission to edit details about the resource content, excluding entitlements. Can also delete the resource""" return self.__edit @edit.setter def edit(self, value: Tuple[str, ...]): self._property_changed('edit') self.__edit = value @property def admin(self) -> Tuple[str, ...]: """Permission to edit all details of the resource, including entitlements. Can also delete the resource""" return self.__admin @admin.setter def admin(self, value: Tuple[str, ...]): self._property_changed('admin') self.__admin = value @property def rebalance(self) -> Tuple[str, ...]: """Permission to rebalance the constituent weights of the resource""" return self.__rebalance @rebalance.setter def rebalance(self, value: Tuple[str, ...]): self._property_changed('rebalance') self.__rebalance = value @property def execute(self) -> Tuple[str, ...]: """Permission to execute functions and/or reports with the resource""" return self.__execute @execute.setter def execute(self, value: Tuple[str, ...]): self._property_changed('execute') self.__execute = value @property def trade(self) -> Tuple[str, ...]: """Permission to trade the resource""" return self.__trade @trade.setter def trade(self, value: Tuple[str, ...]): self._property_changed('trade') self.__trade = value @property def upload(self) -> Tuple[str, ...]: """Permission to upload data to the given resource""" return self.__upload @upload.setter def upload(self, value: Tuple[str, ...]): self._property_changed('upload') self.__upload = value @property def query(self) -> Tuple[str, ...]: """Permission to query data from the given resource""" return self.__query @query.setter def query(self, value: Tuple[str, ...]): self._property_changed('query') self.__query = value @property def performance_details(self) -> Tuple[str, ...]: """Permission to view the resource, it's entire contents, and related data""" return self.__performance_details @performance_details.setter def performance_details(self, value: Tuple[str, ...]): self._property_changed('performance_details') self.__performance_details = value @property def plot(self) -> Tuple[str, ...]: """Permission to plot data from the given resource""" return self.__plot @plot.setter def plot(self, value: Tuple[str, ...]): self._property_changed('plot') self.__plot = value @property def delete(self) -> Tuple[str, ...]: """Permission to delete the resource""" return self.__delete @delete.setter def delete(self, value: Tuple[str, ...]): self._property_changed('delete') self.__delete = value @property def display(self) -> Tuple[str, ...]: """Permission to query data for web router request so that it can prevent programmatic access (api access) to the licensed data.""" return self.__display @display.setter def display(self, value: Tuple[str, ...]): self._property_changed('display') self.__display = value class ISelectNewUnit(Base): @camel_case_translate def __init__( self, id_: str, new_units: float = None, name: str = None ): super().__init__() self.__id = id_ self.new_units = new_units self.name = name @property def id(self) -> str: return self.__id @id.setter def id(self, value: str): self._property_changed('id') self.__id = value @property def new_units(self) -> float: return self.__new_units @new_units.setter def new_units(self, value: float): self._property_changed('new_units') self.__new_units = value class ISelectNewWeight(Base): @camel_case_translate def __init__( self, id_: str, new_weight: float = None, name: str = None ): super().__init__() self.__id = id_ self.new_weight = new_weight self.name = name @property def id(self) -> str: return self.__id @id.setter def id(self, value: str): self._property_changed('id') self.__id = value @property def new_weight(self) -> float: return self.__new_weight @new_weight.setter def new_weight(self, value: float): self._property_changed('new_weight') self.__new_weight = value class Identifier(Base): @camel_case_translate def __init__( self, type_: str = None, value: str = None, name: str = None ): super().__init__() self.__type = type_ self.value = value self.name = name @property def type(self) -> str: """Identifier type code""" return self.__type @type.setter def type(self, value: str): self._property_changed('type') self.__type = value @property def value(self) -> str: """Identifier value""" return self.__value @value.setter def value(self, value: str): self._property_changed('value') self.__value = value class LiborFallbackScenario(Scenario): """A scenario to change the libor rate to RFR + Spread after Dec2021 in the index curve""" @camel_case_translate def __init__( self, date: datetime.date = None, fallback_type: str = 'RFR', discounting: bool = False, cash_flows: bool = True, name: str = None ): super().__init__() self.date = date self.fallback_type = fallback_type self.discounting = discounting self.cash_flows = cash_flows self.name = name @property def scenario_type(self) -> str: """LiborFallbackScenario""" return 'LiborFallbackScenario' @property def date(self) -> datetime.date: """Announce Date For the Libor Fallback""" return self.__date @date.setter def date(self, value: datetime.date): self._property_changed('date') self.__date = value @property def fallback_type(self) -> str: """Different Rules for Libor Fallback""" return self.__fallback_type @fallback_type.setter def fallback_type(self, value: str): self._property_changed('fallback_type') self.__fallback_type = value @property def discounting(self) -> bool: """If True, use RFR Discounting, otherwise continue to use libor discounting""" return self.__discounting @discounting.setter def discounting(self, value: bool): self._property_changed('discounting') self.__discounting = value @property def cash_flows(self) -> bool: """If True, use RFR + Spread when projecting cash flows, otherwise continue to use libor""" return self.__cash_flows @cash_flows.setter def cash_flows(self, value: bool): self._property_changed('cash_flows') self.__cash_flows = value class Link(Base): """Hyperlink""" @camel_case_translate def __init__( self, title: str = None, source: str = None, name: str = None ): super().__init__() self.title = title self.source = source self.name = name @property def title(self) -> str: """display text""" return self.__title @title.setter def title(self, value: str): self._property_changed('title') self.__title = value @property def source(self) -> str: """link""" return self.__source @source.setter def source(self, value: str): self._property_changed('source') self.__source = value class LiquidityReportParameters(Base): """Parameters to be used on liquidity reports""" @camel_case_translate def __init__( self, title: str = None, email: str = None, trading_desk: str = None, name: str = None ): super().__init__() self.title = title self.email = email self.trading_desk = trading_desk self.name = name @property def title(self) -> str: """Report title""" return self.__title @title.setter def title(self, value: str): self._property_changed('title') self.__title = value @property def email(self) -> str: return self.__email @email.setter def email(self, value: str): self._property_changed('email') self.__email = value @property def trading_desk(self) -> str: return self.__trading_desk @trading_desk.setter def trading_desk(self, value: str): self._property_changed('trading_desk') self.__trading_desk = value class MarketDataCoordinate(Base): """Object representation of a market data coordinate""" @camel_case_translate def __init__( self, mkt_type: str = None, mkt_asset: str = None, mkt_class: str = None, mkt_point: Tuple[str, ...] = None, mkt_quoting_style: str = None, name: str = None ): super().__init__() self.mkt_type = mkt_type self.mkt_asset = mkt_asset self.mkt_class = mkt_class self.mkt_point = mkt_point self.mkt_quoting_style = mkt_quoting_style self.name = name @property def mkt_type(self) -> str: """The MDAPI Type, e.g. IR, IR BASIS, FX, FX Vol""" return self.__mkt_type @mkt_type.setter def mkt_type(self, value: str): self._property_changed('mkt_type') self.__mkt_type = value @property def mkt_asset(self) -> str: """The MDAPI Asset, e.g. USD, EUR-EURIBOR-Telerate, WTI""" return self.__mkt_asset @mkt_asset.setter def mkt_asset(self, value: str): self._property_changed('mkt_asset') self.__mkt_asset = value @property def mkt_class(self) -> str: """The MDAPI Class, e.g. Swap, Cash.""" return self.__mkt_class @mkt_class.setter def mkt_class(self, value: str): self._property_changed('mkt_class') self.__mkt_class = value @property def mkt_point(self) -> Tuple[str, ...]: """The MDAPI Point, e.g. 3m, 10y, 11y, Dec19""" return self.__mkt_point @mkt_point.setter def mkt_point(self, value: Tuple[str, ...]): self._property_changed('mkt_point') self.__mkt_point = value @property def mkt_quoting_style(self) -> str: return self.__mkt_quoting_style @mkt_quoting_style.setter def mkt_quoting_style(self, value: str): self._property_changed('mkt_quoting_style') self.__mkt_quoting_style = value class Op(Base): """Operations for searches.""" @camel_case_translate def __init__( self, gte: Union[datetime.date, float] = None, lte: Union[datetime.date, float] = None, lt: Union[datetime.date, float] = None, gt: Union[datetime.date, float] = None, name: str = None ): super().__init__() self.gte = gte self.lte = lte self.lt = lt self.gt = gt self.name = name @property def gte(self) -> Union[datetime.date, float]: """search for values greater than or equal.""" return self.__gte @gte.setter def gte(self, value: Union[datetime.date, float]): self._property_changed('gte') self.__gte = value @property def lte(self) -> Union[datetime.date, float]: """search for values less than or equal to.""" return self.__lte @lte.setter def lte(self, value: Union[datetime.date, float]): self._property_changed('lte') self.__lte = value @property def lt(self) -> Union[datetime.date, float]: """search for values less than.""" return self.__lt @lt.setter def lt(self, value: Union[datetime.date, float]): self._property_changed('lt') self.__lt = value @property def gt(self) -> Union[datetime.date, float]: """search for values greater than.""" return self.__gt @gt.setter def gt(self, value: Union[datetime.date, float]): self._property_changed('gt') self.__gt = value class PCOBenchmarkOptions(Base): """Parameters required for PCO Benchmark""" @camel_case_translate def __init__( self, name: str = None, target_ratio: str = None ): super().__init__() self.name = name self.target_ratio = target_ratio @property def name(self) -> str: """Benchmark name""" return self.__name @name.setter def name(self, value: str): self._property_changed('name') self.__name = value @property def target_ratio(self) -> str: return self.__target_ratio @target_ratio.setter def target_ratio(self, value: str): self._property_changed('target_ratio') self.__target_ratio = value class PCOExposureAdjustments(Base): """Parameters required for PCO Exposure Adjustments""" @camel_case_translate def __init__( self, pco_number_as_string: str = None, net_subscription_redemption: str = None, net_subscription_redemption_limits: Tuple[str, ...] = None, adjustment_vs_subscription_redemption: str = None, adjustment_vs_subscription_redemption_limits: Tuple[str, ...] = None, name: str = None ): super().__init__() self.pco_number_as_string = pco_number_as_string self.net_subscription_redemption = net_subscription_redemption self.net_subscription_redemption_limits = net_subscription_redemption_limits self.adjustment_vs_subscription_redemption = adjustment_vs_subscription_redemption self.adjustment_vs_subscription_redemption_limits = adjustment_vs_subscription_redemption_limits self.name = name @property def pco_number_as_string(self) -> str: return self.__pco_number_as_string @pco_number_as_string.setter def pco_number_as_string(self, value: str): self._property_changed('pco_number_as_string') self.__pco_number_as_string = value @property def net_subscription_redemption(self) -> str: """net subscription and redemption""" return self.__net_subscription_redemption @net_subscription_redemption.setter def net_subscription_redemption(self, value: str): self._property_changed('net_subscription_redemption') self.__net_subscription_redemption = value @property def net_subscription_redemption_limits(self) -> Tuple[str, ...]: """Upper and lower limit of subscription and redemption adjustment""" return self.__net_subscription_redemption_limits @net_subscription_redemption_limits.setter def net_subscription_redemption_limits(self, value: Tuple[str, ...]): self._property_changed('net_subscription_redemption_limits') self.__net_subscription_redemption_limits = value @property def adjustment_vs_subscription_redemption(self) -> str: """subscription and redemption adjustment""" return self.__adjustment_vs_subscription_redemption @adjustment_vs_subscription_redemption.setter def adjustment_vs_subscription_redemption(self, value: str): self._property_changed('adjustment_vs_subscription_redemption') self.__adjustment_vs_subscription_redemption = value @property def adjustment_vs_subscription_redemption_limits(self) -> Tuple[str, ...]: """Upper and lower limit of subscription and redemption adjustment""" return self.__adjustment_vs_subscription_redemption_limits @adjustment_vs_subscription_redemption_limits.setter def adjustment_vs_subscription_redemption_limits(self, value: Tuple[str, ...]): self._property_changed('adjustment_vs_subscription_redemption_limits') self.__adjustment_vs_subscription_redemption_limits = value class PCOMtMHistoricalData(Base): """Parameters required for PCO Unrealised Mark to Market Historical Data""" @camel_case_translate def __init__( self, value: str = None, timestamp: datetime.datetime = None, name: str = None ): super().__init__() self.value = value self.timestamp = timestamp self.name = name @property def value(self) -> str: """Indicative unrealised mark to market value""" return self.__value @value.setter def value(self, value: str): self._property_changed('value') self.__value = value @property def timestamp(self) -> datetime.datetime: """Timestamp of unrealised mark to market of open trade for a currency""" return self.__timestamp @timestamp.setter def timestamp(self, value: datetime.datetime): self._property_changed('timestamp') self.__timestamp = value class PCOSettlementsData(Base): """Parameters required for a PCO Settlement""" @camel_case_translate def __init__( self, timestamp: datetime.datetime = None, settlement: str = None, name: str = None ): super().__init__() self.timestamp = timestamp self.settlement = settlement self.name = name @property def timestamp(self) -> datetime.datetime: """Timestamp of settlement""" return self.__timestamp @timestamp.setter def timestamp(self, value: datetime.datetime): self._property_changed('timestamp') self.__timestamp = value @property def settlement(self) -> str: """Settlement value""" return self.__settlement @settlement.setter def settlement(self, value: str): self._property_changed('settlement') self.__settlement = value class PCOTargetDeviationData(Base): """Parameters required for a Target Deviation data""" @camel_case_translate def __init__( self, value: str = None, timestamp: datetime.datetime = None, name: str = None ): super().__init__() self.value = value self.timestamp = timestamp self.name = name @property def value(self) -> str: """Target deviation value""" return self.__value @value.setter def value(self, value: str): self._property_changed('value') self.__value = value @property def timestamp(self) -> datetime.datetime: """Timestamp""" return self.__timestamp @timestamp.setter def timestamp(self, value: datetime.datetime): self._property_changed('timestamp') self.__timestamp = value class PerformanceStats(Base): """Performance statistics.""" @camel_case_translate def __init__( self, alpha: float = None, annualized_return: float = None, annualized_volatility: float = None, average_return: float = None, average_value: float = None, average_volume_last_month: float = None, best_month: float = None, best_month_date: datetime.date = None, beta: float = None, close_price: float = None, correlation: float = None, current_value: float = None, drawdown_over_return: float = None, high: float = None, high_eod: float = None, last_change: float = None, last_change_pct: float = None, last_date: datetime.date = None, last_value: float = None, low: float = None, low_eod: float = None, max_draw_down: float = None, max_draw_down_duration: int = None, open_price: float = None, positive_months: float = None, sharpe_ratio: float = None, sortino_ratio: float = None, worst_month: float = None, worst_month_date: datetime.date = None, total_return: float = None, volume: float = None, name: str = None ): super().__init__() self.alpha = alpha self.annualized_return = annualized_return self.annualized_volatility = annualized_volatility self.average_return = average_return self.average_value = average_value self.average_volume_last_month = average_volume_last_month self.best_month = best_month self.best_month_date = best_month_date self.beta = beta self.close_price = close_price self.correlation = correlation self.current_value = current_value self.drawdown_over_return = drawdown_over_return self.high = high self.high_eod = high_eod self.last_change = last_change self.last_change_pct = last_change_pct self.last_date = last_date self.last_value = last_value self.low = low self.low_eod = low_eod self.max_draw_down = max_draw_down self.max_draw_down_duration = max_draw_down_duration self.open_price = open_price self.positive_months = positive_months self.sharpe_ratio = sharpe_ratio self.sortino_ratio = sortino_ratio self.worst_month = worst_month self.worst_month_date = worst_month_date self.total_return = total_return self.volume = volume self.name = name @property def alpha(self) -> float: """Measure of performance compared to a market benchmark.""" return self.__alpha @alpha.setter def alpha(self, value: float): self._property_changed('alpha') self.__alpha = value @property def annualized_return(self) -> float: """Compounded Annual Growth Rate (CAGR).""" return self.__annualized_return @annualized_return.setter def annualized_return(self, value: float): self._property_changed('annualized_return') self.__annualized_return = value @property def annualized_volatility(self) -> float: """Standard deviation of daily returns, annualized.""" return self.__annualized_volatility @annualized_volatility.setter def annualized_volatility(self, value: float): self._property_changed('annualized_volatility') self.__annualized_volatility = value @property def average_return(self) -> float: """Average of the performance returns.""" return self.__average_return @average_return.setter def average_return(self, value: float): self._property_changed('average_return') self.__average_return = value @property def average_value(self) -> float: """Average value.""" return self.__average_value @average_value.setter def average_value(self, value: float): self._property_changed('average_value') self.__average_value = value @property def average_volume_last_month(self) -> float: """30 day average volume.""" return self.__average_volume_last_month @average_volume_last_month.setter def average_volume_last_month(self, value: float): self._property_changed('average_volume_last_month') self.__average_volume_last_month = value @property def best_month(self) -> float: """Best monthly return (first to last day of month).""" return self.__best_month @best_month.setter def best_month(self, value: float): self._property_changed('best_month') self.__best_month = value @property def best_month_date(self) -> datetime.date: """Best monthly return date (first to last day of month).""" return self.__best_month_date @best_month_date.setter def best_month_date(self, value: datetime.date): self._property_changed('best_month_date') self.__best_month_date = value @property def beta(self) -> float: """Measure of volatility compared to a market benchmark.""" return self.__beta @beta.setter def beta(self, value: float): self._property_changed('beta') self.__beta = value @property def close_price(self) -> float: """previous close price.""" return self.__close_price @close_price.setter def close_price(self, value: float): self._property_changed('close_price') self.__close_price = value @property def correlation(self) -> float: """Pearson correlation.""" return self.__correlation @correlation.setter def correlation(self, value: float): self._property_changed('correlation') self.__correlation = value @property def current_value(self) -> float: """Current value.""" return self.__current_value @current_value.setter def current_value(self, value: float): self._property_changed('current_value') self.__current_value = value @property def drawdown_over_return(self) -> float: """Maximum drawdown divided by annualized return.""" return self.__drawdown_over_return @drawdown_over_return.setter def drawdown_over_return(self, value: float): self._property_changed('drawdown_over_return') self.__drawdown_over_return = value @property def high(self) -> float: """Highest real time price for the previous 24 hours.""" return self.__high @high.setter def high(self, value: float): self._property_changed('high') self.__high = value @property def high_eod(self) -> float: """Highest end of day price.""" return self.__high_eod @high_eod.setter def high_eod(self, value: float): self._property_changed('high_eod') self.__high_eod = value @property def last_change(self) -> float: """Last published value.""" return self.__last_change @last_change.setter def last_change(self, value: float): self._property_changed('last_change') self.__last_change = value @property def last_change_pct(self) -> float: """Last change in percent.""" return self.__last_change_pct @last_change_pct.setter def last_change_pct(self, value: float): self._property_changed('last_change_pct') self.__last_change_pct = value @property def last_date(self) -> datetime.date: """Last publication date.""" return self.__last_date @last_date.setter def last_date(self, value: datetime.date): self._property_changed('last_date') self.__last_date = value @property def last_value(self) -> float: """Last published value.""" return self.__last_value @last_value.setter def last_value(self, value: float): self._property_changed('last_value') self.__last_value = value @property def low(self) -> float: """Lowest real time price for the previous 24 hours.""" return self.__low @low.setter def low(self, value: float): self._property_changed('low') self.__low = value @property def low_eod(self) -> float: """Lowest end of day price.""" return self.__low_eod @low_eod.setter def low_eod(self, value: float): self._property_changed('low_eod') self.__low_eod = value @property def max_draw_down(self) -> float: """Maximum peak to trough percentage drawdown.""" return self.__max_draw_down @max_draw_down.setter def max_draw_down(self, value: float): self._property_changed('max_draw_down') self.__max_draw_down = value @property def max_draw_down_duration(self) -> int: """Amount of time in days between beginning and end of drawdown.""" return self.__max_draw_down_duration @max_draw_down_duration.setter def max_draw_down_duration(self, value: int): self._property_changed('max_draw_down_duration') self.__max_draw_down_duration = value @property def open_price(self) -> float: """Open price.""" return self.__open_price @open_price.setter def open_price(self, value: float): self._property_changed('open_price') self.__open_price = value @property def positive_months(self) -> float: """Percentage of months that performed positively.""" return self.__positive_months @positive_months.setter def positive_months(self, value: float): self._property_changed('positive_months') self.__positive_months = value @property def sharpe_ratio(self) -> float: """Annualized return of the series minus risk free rate (accrued daily) divided by annual volatility.""" return self.__sharpe_ratio @sharpe_ratio.setter def sharpe_ratio(self, value: float): self._property_changed('sharpe_ratio') self.__sharpe_ratio = value @property def sortino_ratio(self) -> float: """Annualized return of the series minus risk free rate (accrued daily) divided by annual volatility of negative returns.""" return self.__sortino_ratio @sortino_ratio.setter def sortino_ratio(self, value: float): self._property_changed('sortino_ratio') self.__sortino_ratio = value @property def worst_month(self) -> float: """Worst monthly return (first to last day of month).""" return self.__worst_month @worst_month.setter def worst_month(self, value: float): self._property_changed('worst_month') self.__worst_month = value @property def worst_month_date(self) -> datetime.date: """Worst monthly return date (first to last day of month).""" return self.__worst_month_date @worst_month_date.setter def worst_month_date(self, value: datetime.date): self._property_changed('worst_month_date') self.__worst_month_date = value @property def total_return(self) -> float: """Total return.""" return self.__total_return @total_return.setter def total_return(self, value: float): self._property_changed('total_return') self.__total_return = value @property def volume(self) -> float: """volume.""" return self.__volume @volume.setter def volume(self, value: float): self._property_changed('volume') self.__volume = value class RiskPosition(Base): @camel_case_translate def __init__( self, instrument: Priceable, quantity: float = None, name: str = None ): super().__init__() self.instrument = instrument self.quantity = quantity self.name = name @property def instrument(self) -> Priceable: """Instrument or Id To specify a Marquee asset use the asset Id. For listed products use an XRef, e.g. { 'bid': 'NGZ19 Comdty' }, { 'isin': 'US912810SD19' }. To specify an instrument use one of the listed types""" return self.__instrument @instrument.setter def instrument(self, value: Priceable): self._property_changed('instrument') self.__instrument = value @property def quantity(self) -> float: """Quantity of instrument""" return self.__quantity @quantity.setter def quantity(self, value: float): self._property_changed('quantity') self.__quantity = value class RiskRequestParameters(Base): """Parameters for the risk request""" @camel_case_translate def __init__( self, csa_term: str = None, raw_results: bool = False, use_historical_diddles_only: bool = False, name: str = None ): super().__init__() self.csa_term = csa_term self.raw_results = raw_results self.use_historical_diddles_only = use_historical_diddles_only self.name = name @property def csa_term(self) -> str: """The CSA Term for CSA specific discounting, e.g. EUR-1""" return self.__csa_term @csa_term.setter def csa_term(self, value: str): self._property_changed('csa_term') self.__csa_term = value @property def raw_results(self) -> bool: return self.__raw_results @raw_results.setter def raw_results(self, value: bool): self._property_changed('raw_results') self.__raw_results = value @property def use_historical_diddles_only(self) -> bool: """Enables a backward compatible pricing mode""" return self.__use_historical_diddles_only @use_historical_diddles_only.setter def use_historical_diddles_only(self, value: bool): self._property_changed('use_historical_diddles_only') self.__use_historical_diddles_only = value class SimpleParty(Base): @camel_case_translate def __init__( self, party_type: str = None, party_name: str = None, party_book: str = None, name: str = None ): super().__init__() self.party_type = party_type self.party_name = party_name self.party_book = party_book self.name = name @property def party_type(self) -> str: return self.__party_type @party_type.setter def party_type(self, value: str): self._property_changed('party_type') self.__party_type = value @property def party_name(self) -> str: return self.__party_name @party_name.setter def party_name(self, value: str): self._property_changed('party_name') self.__party_name = value @property def party_book(self) -> str: return self.__party_book @party_book.setter def party_book(self, value: str): self._property_changed('party_book') self.__party_book = value class SocialDomain(Base): @camel_case_translate def __init__( self, onboarded: dict, returns_enabled: bool = None, name: str = None ): super().__init__() self.onboarded = onboarded self.returns_enabled = returns_enabled self.name = name @property def onboarded(self) -> dict: return self.__onboarded @onboarded.setter def onboarded(self, value: dict): self._property_changed('onboarded') self.__onboarded = value @property def returns_enabled(self) -> bool: """True if the fund has returns enabled""" return self.__returns_enabled @returns_enabled.setter def returns_enabled(self, value: bool): self._property_changed('returns_enabled') self.__returns_enabled = value class TimeFilter(Base): """Filter to restrict data to a range of hours per day.""" @camel_case_translate def __init__( self, start_hours: str, end_hours: str, time_zone: str, name: str = None ): super().__init__() self.start_hours = start_hours self.end_hours = end_hours self.time_zone = time_zone self.name = name @property def start_hours(self) -> str: """Start hours in the format HH::MM::SS after which the data will be shown. Data is inclusive of the startHours value.""" return self.__start_hours @start_hours.setter def start_hours(self, value: str): self._property_changed('start_hours') self.__start_hours = value @property def end_hours(self) -> str: """End hours in the format HH::MM::SS up to which the data will be shown. Data is exclusive of the endHours value with a precision of 1 second.""" return self.__end_hours @end_hours.setter def end_hours(self, value: str): self._property_changed('end_hours') self.__end_hours = value @property def time_zone(self) -> str: """The time zone with respect to which the start and end hours will be applied (must be a valid IANA TimeZone identifier).""" return self.__time_zone @time_zone.setter def time_zone(self, value: str): self._property_changed('time_zone') self.__time_zone = value class WeightedPosition(Base): @camel_case_translate def __init__( self, asset_id: str, weight: float, name: str = None ): super().__init__() self.asset_id = asset_id self.weight = weight self.name = name @property def asset_id(self) -> str: """Marquee unique identifier""" return self.__asset_id @asset_id.setter def asset_id(self, value: str): self._property_changed('asset_id') self.__asset_id = value @property def weight(self) -> float: """Relative net weight of the given position""" return self.__weight @weight.setter def weight(self, value: float): self._property_changed('weight') self.__weight = value class XRef(Priceable): @camel_case_translate def __init__( self, ric: str = None, rcic: str = None, eid: str = None, gsideid: str = None, gsid: str = None, gsid_equivalent: str = None, cid: str = None, bbid: str = None, bcid: str = None, delisted: str = None, bbid_equivalent: str = None, cusip: str = None, gss: str = None, isin: str = None, jsn: str = None, prime_id: str = None, sedol: str = None, ticker: str = None, valoren: str = None, wpk: str = None, gsn: str = None, sec_name: str = None, cross: str = None, simon_id: str = None, em_id: str = None, cm_id: str = None, lms_id: str = None, tdapi: str = None, mdapi: str = None, mdapi_class: str = None, mic: str = None, sf_id: str = None, dollar_cross: str = None, mq_symbol: str = None, primary_country_ric: str = None, pnode_id: str = None, wi_id: str = None, ps_id: str = None, pl_id: str = None, exchange_code: str = None, plot_id: str = None, name: str = None ): super().__init__() self.ric = ric self.rcic = rcic self.eid = eid self.gsideid = gsideid self.gsid = gsid self.gsid_equivalent = gsid_equivalent self.cid = cid self.bbid = bbid self.bcid = bcid self.delisted = delisted self.bbid_equivalent = bbid_equivalent self.cusip = cusip self.gss = gss self.isin = isin self.jsn = jsn self.prime_id = prime_id self.sedol = sedol self.ticker = ticker self.valoren = valoren self.wpk = wpk self.gsn = gsn self.sec_name = sec_name self.cross = cross self.simon_id = simon_id self.em_id = em_id self.cm_id = cm_id self.lms_id = lms_id self.tdapi = tdapi self.mdapi = mdapi self.mdapi_class = mdapi_class self.mic = mic self.sf_id = sf_id self.dollar_cross = dollar_cross self.mq_symbol = mq_symbol self.primary_country_ric = primary_country_ric self.pnode_id = pnode_id self.wi_id = wi_id self.ps_id = ps_id self.pl_id = pl_id self.exchange_code = exchange_code self.plot_id = plot_id self.name = name @property def ric(self) -> str: """Reuters Instrument Code identifier""" return self.__ric @ric.setter def ric(self, value: str): self._property_changed('ric') self.__ric = value @property def rcic(self) -> str: """Reuters Composite Instrument Code Identifier""" return self.__rcic @rcic.setter def rcic(self, value: str): self._property_changed('rcic') self.__rcic = value @property def eid(self) -> str: """EID Identifier""" return self.__eid @eid.setter def eid(self, value: str): self._property_changed('eid') self.__eid = value @property def gsideid(self) -> str: """GSID_EID Identifier""" return self.__gsideid @gsideid.setter def gsideid(self, value: str): self._property_changed('gsideid') self.__gsideid = value @property def gsid(self) -> str: """GSID Identifier""" return self.__gsid @gsid.setter def gsid(self, value: str): self._property_changed('gsid') self.__gsid = value @property def gsid_equivalent(self) -> str: """GSID Equivalent Identifier""" return self.__gsid_equivalent @gsid_equivalent.setter def gsid_equivalent(self, value: str): self._property_changed('gsid_equivalent') self.__gsid_equivalent = value @property def cid(self) -> str: """Company Id Identifier""" return self.__cid @cid.setter def cid(self, value: str): self._property_changed('cid') self.__cid = value @property def bbid(self) -> str: """Bloomberg Id Identifier""" return self.__bbid @bbid.setter def bbid(self, value: str): self._property_changed('bbid') self.__bbid = value @property def bcid(self) -> str: """Bloomberg Composite Identifier""" return self.__bcid @bcid.setter def bcid(self, value: str): self._property_changed('bcid') self.__bcid = value @property def delisted(self) -> str: """Whether an asset has been delisted""" return self.__delisted @delisted.setter def delisted(self, value: str): self._property_changed('delisted') self.__delisted = value @property def bbid_equivalent(self) -> str: """Bloomberg Equivalent Identifier""" return self.__bbid_equivalent @bbid_equivalent.setter def bbid_equivalent(self, value: str): self._property_changed('bbid_equivalent') self.__bbid_equivalent = value @property def cusip(self) -> str: """Cusip Identifier""" return self.__cusip @cusip.setter def cusip(self, value: str): self._property_changed('cusip') self.__cusip = value @property def gss(self) -> str: """GS Symbol identifier""" return self.__gss @gss.setter def gss(self, value: str): self._property_changed('gss') self.__gss = value @property def isin(self) -> str: """International Security Number""" return self.__isin @isin.setter def isin(self, value: str): self._property_changed('isin') self.__isin = value @property def jsn(self) -> str: """Japan Security Number""" return self.__jsn @jsn.setter def jsn(self, value: str): self._property_changed('jsn') self.__jsn = value @property def prime_id(self) -> str: """PrimeID Identifier""" return self.__prime_id @prime_id.setter def prime_id(self, value: str): self._property_changed('prime_id') self.__prime_id = value @property def sedol(self) -> str: """Sedol Identifier""" return self.__sedol @sedol.setter def sedol(self, value: str): self._property_changed('sedol') self.__sedol = value @property def ticker(self) -> str: """Ticker Identifier""" return self.__ticker @ticker.setter def ticker(self, value: str): self._property_changed('ticker') self.__ticker = value @property def valoren(self) -> str: """Valoren Identifier""" return self.__valoren @valoren.setter def valoren(self, value: str): self._property_changed('valoren') self.__valoren = value @property def wpk(self) -> str: """Wertpapier Kenn-Nummer""" return self.__wpk @wpk.setter def wpk(self, value: str): self._property_changed('wpk') self.__wpk = value @property def gsn(self) -> str: """Goldman Sachs internal product number""" return self.__gsn @gsn.setter def gsn(self, value: str): self._property_changed('gsn') self.__gsn = value @property def sec_name(self) -> str: """Internal Goldman Sachs security name""" return self.__sec_name @sec_name.setter def sec_name(self, value: str): self._property_changed('sec_name') self.__sec_name = value @property def cross(self) -> str: """Cross identifier""" return self.__cross @cross.setter def cross(self, value: str): self._property_changed('cross') self.__cross = value @property def simon_id(self) -> str: """SIMON product identifier""" return self.__simon_id @simon_id.setter def simon_id(self, value: str): self._property_changed('simon_id') self.__simon_id = value @property def em_id(self) -> str: """Entity Master Identifier""" return self.__em_id @em_id.setter def em_id(self, value: str): self._property_changed('em_id') self.__em_id = value @property def cm_id(self) -> str: """Client Master Party Id""" return self.__cm_id @cm_id.setter def cm_id(self, value: str): self._property_changed('cm_id') self.__cm_id = value @property def lms_id(self) -> str: """Listed Market Symbol""" return self.__lms_id @lms_id.setter def lms_id(self, value: str): self._property_changed('lms_id') self.__lms_id = value @property def tdapi(self) -> str: """TDAPI Description""" return self.__tdapi @tdapi.setter def tdapi(self, value: str): self._property_changed('tdapi') self.__tdapi = value @property def mdapi(self) -> str: """MDAPI Asset""" return self.__mdapi @mdapi.setter def mdapi(self, value: str): self._property_changed('mdapi') self.__mdapi = value @property def mdapi_class(self) -> str: """MDAPI Asset Class""" return self.__mdapi_class @mdapi_class.setter def mdapi_class(self, value: str): self._property_changed('mdapi_class') self.__mdapi_class = value @property def mic(self) -> str: """Market Identifier Code""" return self.__mic @mic.setter def mic(self, value: str): self._property_changed('mic') self.__mic = value @property def sf_id(self) -> str: """SalesForce ID""" return self.__sf_id @sf_id.setter def sf_id(self, value: str): self._property_changed('sf_id') self.__sf_id = value @property def dollar_cross(self) -> str: """USD cross identifier for a particular currency""" return self.__dollar_cross @dollar_cross.setter def dollar_cross(self, value: str): self._property_changed('dollar_cross') self.__dollar_cross = value @property def mq_symbol(self) -> str: """Marquee Symbol for generic MQ entities""" return self.__mq_symbol @mq_symbol.setter def mq_symbol(self, value: str): self._property_changed('mq_symbol') self.__mq_symbol = value @property def primary_country_ric(self) -> str: """Reuters Primary Country Instrument Code Identifier""" return self.__primary_country_ric @primary_country_ric.setter def primary_country_ric(self, value: str): self._property_changed('primary_country_ric') self.__primary_country_ric = value @property def pnode_id(self) -> str: """Pricing node identifier sourced from Morningstar""" return self.__pnode_id @pnode_id.setter def pnode_id(self, value: str): self._property_changed('pnode_id') self.__pnode_id = value @property def wi_id(self) -> str: """Weather Index Identifier""" return self.__wi_id @wi_id.setter def wi_id(self, value: str): self._property_changed('wi_id') self.__wi_id = value @property def ps_id(self) -> str: """Platts Symbol""" return self.__ps_id @ps_id.setter def ps_id(self, value: str): self._property_changed('ps_id') self.__ps_id = value @property def pl_id(self) -> str: """Platts Symbol Name""" return self.__pl_id @pl_id.setter def pl_id(self, value: str): self._property_changed('pl_id') self.__pl_id = value @property def exchange_code(self) -> str: """EEX Exchange Code""" return self.__exchange_code @exchange_code.setter def exchange_code(self, value: str): self._property_changed('exchange_code') self.__exchange_code = value @property def plot_id(self) -> str: """Plot Identifier""" return self.__plot_id @plot_id.setter def plot_id(self, value: str): self._property_changed('plot_id') self.__plot_id = value class CSLCurrency(Base): """A currency""" @camel_case_translate def __init__( self, string_value: Union[Currency, str] = None, name: str = None ): super().__init__() self.string_value = string_value self.name = name @property def string_value(self) -> Union[Currency, str]: """Currency, ISO 4217 currency code or exchange quote modifier (e.g. GBP vs GBp)""" return self.__string_value @string_value.setter def string_value(self, value: Union[Currency, str]): self._property_changed('string_value') self.__string_value = get_enum_value(Currency, value) class CSLDateArray(Base): """An array of dates""" @camel_case_translate def __init__( self, date_values: Tuple[CSLDate, ...] = None, name: str = None ): super().__init__() self.date_values = date_values self.name = name @property def date_values(self) -> Tuple[CSLDate, ...]: """A date""" return self.__date_values @date_values.setter def date_values(self, value: Tuple[CSLDate, ...]): self._property_changed('date_values') self.__date_values = value class CSLDateArrayNamedParam(Base): """A named array of dates""" @camel_case_translate def __init__( self, date_values: Tuple[CSLDate, ...] = None, name: str = None ): super().__init__() self.date_values = date_values self.name = name @property def date_values(self) -> Tuple[CSLDate, ...]: """A date""" return self.__date_values @date_values.setter def date_values(self, value: Tuple[CSLDate, ...]): self._property_changed('date_values') self.__date_values = value @property def name(self) -> str: """A name for the array""" return self.__name @name.setter def name(self, value: str): self._property_changed('name') self.__name = value class CSLDoubleArray(Base): """An array of doubles""" @camel_case_translate def __init__( self, double_values: Tuple[CSLDouble, ...] = None, name: str = None ): super().__init__() self.double_values = double_values self.name = name @property def double_values(self) -> Tuple[CSLDouble, ...]: """A double""" return self.__double_values @double_values.setter def double_values(self, value: Tuple[CSLDouble, ...]): self._property_changed('double_values') self.__double_values = value class CSLFXCrossArray(Base): """An array of FX crosses""" @camel_case_translate def __init__( self, fx_cross_values: Tuple[CSLFXCross, ...] = None, name: str = None ): super().__init__() self.fx_cross_values = fx_cross_values self.name = name @property def fx_cross_values(self) -> Tuple[CSLFXCross, ...]: """An FX cross""" return self.__fx_cross_values @fx_cross_values.setter def fx_cross_values(self, value: Tuple[CSLFXCross, ...]): self._property_changed('fx_cross_values') self.__fx_cross_values = value class CSLIndexArray(Base): """An array of indices""" @camel_case_translate def __init__( self, index_values: Tuple[CSLIndex, ...] = None, name: str = None ): super().__init__() self.index_values = index_values self.name = name @property def index_values(self) -> Tuple[CSLIndex, ...]: """An index""" return self.__index_values @index_values.setter def index_values(self, value: Tuple[CSLIndex, ...]): self._property_changed('index_values') self.__index_values = value class CSLSimpleScheduleArray(Base): """An array of simple schedules""" @camel_case_translate def __init__( self, simple_schedule_values: Tuple[CSLSimpleSchedule, ...] = None, name: str = None ): super().__init__() self.simple_schedule_values = simple_schedule_values self.name = name @property def simple_schedule_values(self) -> Tuple[CSLSimpleSchedule, ...]: """A fixing date, settlement date pair""" return self.__simple_schedule_values @simple_schedule_values.setter def simple_schedule_values(self, value: Tuple[CSLSimpleSchedule, ...]): self._property_changed('simple_schedule_values') self.__simple_schedule_values = value class CSLStockArray(Base): """An array of stocks""" @camel_case_translate def __init__( self, stock_values: Tuple[CSLStock, ...] = None, name: str = None ): super().__init__() self.stock_values = stock_values self.name = name @property def stock_values(self) -> Tuple[CSLStock, ...]: """A stock""" return self.__stock_values @stock_values.setter def stock_values(self, value: Tuple[CSLStock, ...]): self._property_changed('stock_values') self.__stock_values = value class CSLStringArray(Base): """An array of strings""" @camel_case_translate def __init__( self, string_values: Tuple[CSLString, ...] = None, name: str = None ): super().__init__() self.string_values = string_values self.name = name @property def string_values(self) -> Tuple[CSLString, ...]: """A string""" return self.__string_values @string_values.setter def string_values(self, value: Tuple[CSLString, ...]): self._property_changed('string_values') self.__string_values = value class CarryScenario(Scenario): """A scenario to manipulate time along the forward curve""" @camel_case_translate def __init__( self, date: Union[datetime.date, str] = None, time_shift: int = None, roll_to_fwds: bool = True, holiday_calendar: Union[PricingLocation, str] = None, name: str = None ): super().__init__() self.date = date self.time_shift = time_shift self.roll_to_fwds = roll_to_fwds self.holiday_calendar = holiday_calendar self.name = name @property def scenario_type(self) -> str: """CarryScenario""" return 'CarryScenario' @property def date(self) -> Union[datetime.date, str]: """Date to shift markets to (absolute or relative)""" return self.__date @date.setter def date(self, value: Union[datetime.date, str]): self._property_changed('date') self.__date = value @property def time_shift(self) -> int: """Number of days to shift market (in days)""" return self.__time_shift @time_shift.setter def time_shift(self, value: int): self._property_changed('time_shift') self.__time_shift = value @property def roll_to_fwds(self) -> bool: """Roll along the forward curve or roll in spot space""" return self.__roll_to_fwds @roll_to_fwds.setter def roll_to_fwds(self, value: bool): self._property_changed('roll_to_fwds') self.__roll_to_fwds = value @property def holiday_calendar(self) -> Union[PricingLocation, str]: """Calendar to use for relative dates""" return self.__holiday_calendar @holiday_calendar.setter def holiday_calendar(self, value: Union[PricingLocation, str]): self._property_changed('holiday_calendar') self.__holiday_calendar = get_enum_value(PricingLocation, value) class CloseMarket(Base): """Close market""" @camel_case_translate def __init__( self, date: datetime.date, location: Union[PricingLocation, str], name: str = None ): super().__init__() self.date = date self.location = location self.name = name @property def market_type(self) -> str: """CloseMarket""" return 'CloseMarket' @property def date(self) -> datetime.date: """Date for the market data""" return self.__date @date.setter def date(self, value: datetime.date): self._property_changed('date') self.__date = value @property def location(self) -> Union[PricingLocation, str]: """Location for the market data""" return self.__location @location.setter def location(self, value: Union[PricingLocation, str]): self._property_changed('location') self.__location = get_enum_value(PricingLocation, value) class CommodPrice(Base): """Commodity price in units and currency, used for quoting strike, premium, fixed price""" @camel_case_translate def __init__( self, price: Union[float, str] = None, unit: Union[CommodUnit, str] = None, currency: Union[CurrencyName, str] = None, name: str = None ): super().__init__() self.price = price self.unit = unit self.currency = currency self.name = name @property def price(self) -> Union[float, str]: """price""" return self.__price @price.setter def price(self, value: Union[float, str]): self._property_changed('price') self.__price = value @property def unit(self) -> Union[CommodUnit, str]: """A coding scheme value to identify the unit of measure (e.g. Therms) in which the undelryer is denominated.""" return self.__unit @unit.setter def unit(self, value: Union[CommodUnit, str]): self._property_changed('unit') self.__unit = get_enum_value(CommodUnit, value) @property def currency(self) -> Union[CurrencyName, str]: """Currency Names""" return self.__currency @currency.setter def currency(self, value: Union[CurrencyName, str]): self._property_changed('currency') self.__currency = get_enum_value(CurrencyName, value) class GIRDomain(Base): @camel_case_translate def __init__( self, document_links: Tuple[Link, ...] = None, name: str = None ): super().__init__() self.document_links = document_links self.name = name @property def document_links(self) -> Tuple[Link, ...]: """Documents related to this asset""" return self.__document_links @document_links.setter def document_links(self, value: Tuple[Link, ...]): self._property_changed('document_links') self.__document_links = value class ISelectNewParameter(Base): @camel_case_translate def __init__( self, early_unwind_after: float = None, early_unwind_applicable: str = None, expiry_date_rule: str = None, option_target_expiry_parameter: float = None, option_early_unwind_days: float = None, in_alpha: bool = None, is_fsr_target_factor: bool = None, fsr_max_ratio: float = None, fsr_min_ratio: float = None, module_enabled: bool = None, module_name: str = None, target_strike: float = None, strike_method: Union[StrikeMethodType, str] = None, option_expiry: Union[OptionExpiryType, str] = None, bloomberg_id: str = None, stock_id: str = None, ric: str = None, new_weight: float = None, notional: float = None, leverage: float = None, option_type: Union[OptionType, str] = None, option_strike_type: Union[OptionStrikeType, str] = None, credit_option_type: Union[CreditOptionType, str] = None, credit_option_strike_type: Union[CreditOptionStrikeType, str] = None, strike_relative: float = None, trade_type: Union[TradeType, str] = None, signal: float = None, new_signal: float = None, new_min_weight: float = None, new_max_weight: float = None, min_weight: float = None, max_weight: float = None, election: str = None, base_date: str = None, commodity: str = None, component_weight: float = None, contract_nearby_number: float = None, expiration_schedule: str = None, fixing_type: str = None, last_eligible_date: float = None, num_roll_days: float = None, roll_end: float = None, roll_start: float = None, roll_type: str = None, valid_contract_expiry: str = None, name: str = None ): super().__init__() self.early_unwind_after = early_unwind_after self.early_unwind_applicable = early_unwind_applicable self.expiry_date_rule = expiry_date_rule self.option_target_expiry_parameter = option_target_expiry_parameter self.option_early_unwind_days = option_early_unwind_days self.in_alpha = in_alpha self.is_fsr_target_factor = is_fsr_target_factor self.fsr_max_ratio = fsr_max_ratio self.fsr_min_ratio = fsr_min_ratio self.module_enabled = module_enabled self.module_name = module_name self.target_strike = target_strike self.strike_method = strike_method self.option_expiry = option_expiry self.bloomberg_id = bloomberg_id self.stock_id = stock_id self.ric = ric self.new_weight = new_weight self.notional = notional self.leverage = leverage self.option_type = option_type self.option_strike_type = option_strike_type self.credit_option_type = credit_option_type self.credit_option_strike_type = credit_option_strike_type self.strike_relative = strike_relative self.trade_type = trade_type self.signal = signal self.new_signal = new_signal self.new_min_weight = new_min_weight self.new_max_weight = new_max_weight self.min_weight = min_weight self.max_weight = max_weight self.election = election self.base_date = base_date self.commodity = commodity self.component_weight = component_weight self.contract_nearby_number = contract_nearby_number self.expiration_schedule = expiration_schedule self.fixing_type = fixing_type self.last_eligible_date = last_eligible_date self.num_roll_days = num_roll_days self.roll_end = roll_end self.roll_start = roll_start self.roll_type = roll_type self.valid_contract_expiry = valid_contract_expiry self.name = name @property def early_unwind_after(self) -> float: return self.__early_unwind_after @early_unwind_after.setter def early_unwind_after(self, value: float): self._property_changed('early_unwind_after') self.__early_unwind_after = value @property def early_unwind_applicable(self) -> str: """Indicates whether the module can be unwinded early""" return self.__early_unwind_applicable @early_unwind_applicable.setter def early_unwind_applicable(self, value: str): self._property_changed('early_unwind_applicable') self.__early_unwind_applicable = value @property def expiry_date_rule(self) -> str: """Free text description of asset. Description provided will be indexed in the search service for free text relevance match""" return self.__expiry_date_rule @expiry_date_rule.setter def expiry_date_rule(self, value: str): self._property_changed('expiry_date_rule') self.__expiry_date_rule = value @property def option_target_expiry_parameter(self) -> float: return self.__option_target_expiry_parameter @option_target_expiry_parameter.setter def option_target_expiry_parameter(self, value: float): self._property_changed('option_target_expiry_parameter') self.__option_target_expiry_parameter = value @property def option_early_unwind_days(self) -> float: return self.__option_early_unwind_days @option_early_unwind_days.setter def option_early_unwind_days(self, value: float): self._property_changed('option_early_unwind_days') self.__option_early_unwind_days = value @property def in_alpha(self) -> bool: return self.__in_alpha @in_alpha.setter def in_alpha(self, value: bool): self._property_changed('in_alpha') self.__in_alpha = value @property def is_fsr_target_factor(self) -> bool: return self.__is_fsr_target_factor @is_fsr_target_factor.setter def is_fsr_target_factor(self, value: bool): self._property_changed('is_fsr_target_factor') self.__is_fsr_target_factor = value @property def fsr_max_ratio(self) -> float: return self.__fsr_max_ratio @fsr_max_ratio.setter def fsr_max_ratio(self, value: float): self._property_changed('fsr_max_ratio') self.__fsr_max_ratio = value @property def fsr_min_ratio(self) -> float: return self.__fsr_min_ratio @fsr_min_ratio.setter def fsr_min_ratio(self, value: float): self._property_changed('fsr_min_ratio') self.__fsr_min_ratio = value @property def module_enabled(self) -> bool: """Enable to disable the module""" return self.__module_enabled @module_enabled.setter def module_enabled(self, value: bool): self._property_changed('module_enabled') self.__module_enabled = value @property def module_name(self) -> str: """Free text description of asset. Description provided will be indexed in the search service for free text relevance match""" return self.__module_name @module_name.setter def module_name(self, value: str): self._property_changed('module_name') self.__module_name = value @property def target_strike(self) -> float: return self.__target_strike @target_strike.setter def target_strike(self, value: float): self._property_changed('target_strike') self.__target_strike = value @property def strike_method(self) -> Union[StrikeMethodType, str]: return self.__strike_method @strike_method.setter def strike_method(self, value: Union[StrikeMethodType, str]): self._property_changed('strike_method') self.__strike_method = get_enum_value(StrikeMethodType, value) @property def option_expiry(self) -> Union[OptionExpiryType, str]: return self.__option_expiry @option_expiry.setter def option_expiry(self, value: Union[OptionExpiryType, str]): self._property_changed('option_expiry') self.__option_expiry = get_enum_value(OptionExpiryType, value) @property def bloomberg_id(self) -> str: return self.__bloomberg_id @bloomberg_id.setter def bloomberg_id(self, value: str): self._property_changed('bloomberg_id') self.__bloomberg_id = value @property def stock_id(self) -> str: return self.__stock_id @stock_id.setter def stock_id(self, value: str): self._property_changed('stock_id') self.__stock_id = value @property def ric(self) -> str: return self.__ric @ric.setter def ric(self, value: str): self._property_changed('ric') self.__ric = value @property def new_weight(self) -> float: return self.__new_weight @new_weight.setter def new_weight(self, value: float): self._property_changed('new_weight') self.__new_weight = value @property def notional(self) -> float: return self.__notional @notional.setter def notional(self, value: float): self._property_changed('notional') self.__notional = value @property def leverage(self) -> float: return self.__leverage @leverage.setter def leverage(self, value: float): self._property_changed('leverage') self.__leverage = value @property def option_type(self) -> Union[OptionType, str]: """Option Type""" return self.__option_type @option_type.setter def option_type(self, value: Union[OptionType, str]): self._property_changed('option_type') self.__option_type = get_enum_value(OptionType, value) @property def option_strike_type(self) -> Union[OptionStrikeType, str]: return self.__option_strike_type @option_strike_type.setter def option_strike_type(self, value: Union[OptionStrikeType, str]): self._property_changed('option_strike_type') self.__option_strike_type = get_enum_value(OptionStrikeType, value) @property def credit_option_type(self) -> Union[CreditOptionType, str]: return self.__credit_option_type @credit_option_type.setter def credit_option_type(self, value: Union[CreditOptionType, str]): self._property_changed('credit_option_type') self.__credit_option_type = get_enum_value(CreditOptionType, value) @property def credit_option_strike_type(self) -> Union[CreditOptionStrikeType, str]: return self.__credit_option_strike_type @credit_option_strike_type.setter def credit_option_strike_type(self, value: Union[CreditOptionStrikeType, str]): self._property_changed('credit_option_strike_type') self.__credit_option_strike_type = get_enum_value(CreditOptionStrikeType, value) @property def strike_relative(self) -> float: return self.__strike_relative @strike_relative.setter def strike_relative(self, value: float): self._property_changed('strike_relative') self.__strike_relative = value @property def trade_type(self) -> Union[TradeType, str]: """Direction""" return self.__trade_type @trade_type.setter def trade_type(self, value: Union[TradeType, str]): self._property_changed('trade_type') self.__trade_type = get_enum_value(TradeType, value) @property def signal(self) -> float: return self.__signal @signal.setter def signal(self, value: float): self._property_changed('signal') self.__signal = value @property def new_signal(self) -> float: return self.__new_signal @new_signal.setter def new_signal(self, value: float): self._property_changed('new_signal') self.__new_signal = value @property def new_min_weight(self) -> float: return self.__new_min_weight @new_min_weight.setter def new_min_weight(self, value: float): self._property_changed('new_min_weight') self.__new_min_weight = value @property def new_max_weight(self) -> float: return self.__new_max_weight @new_max_weight.setter def new_max_weight(self, value: float): self._property_changed('new_max_weight') self.__new_max_weight = value @property def min_weight(self) -> float: return self.__min_weight @min_weight.setter def min_weight(self, value: float): self._property_changed('min_weight') self.__min_weight = value @property def max_weight(self) -> float: return self.__max_weight @max_weight.setter def max_weight(self, value: float): self._property_changed('max_weight') self.__max_weight = value @property def election(self) -> str: return self.__election @election.setter def election(self, value: str): self._property_changed('election') self.__election = value @property def base_date(self) -> str: """The base date type to use for the nearby contract roll""" return self.__base_date @base_date.setter def base_date(self, value: str): self._property_changed('base_date') self.__base_date = value @property def commodity(self) -> str: """The commodity symbol for the module""" return self.__commodity @commodity.setter def commodity(self, value: str): self._property_changed('commodity') self.__commodity = value @property def component_weight(self) -> float: """The weight allocated to the specified module""" return self.__component_weight @component_weight.setter def component_weight(self, value: float): self._property_changed('component_weight') self.__component_weight = value @property def contract_nearby_number(self) -> float: """The nearby contract to roll into""" return self.__contract_nearby_number @contract_nearby_number.setter def contract_nearby_number(self, value: float): self._property_changed('contract_nearby_number') self.__contract_nearby_number = value @property def expiration_schedule(self) -> str: """The contract expiration schedule to be used""" return self.__expiration_schedule @expiration_schedule.setter def expiration_schedule(self, value: str): self._property_changed('expiration_schedule') self.__expiration_schedule = value @property def fixing_type(self) -> str: """Type of fixing used to determine the price""" return self.__fixing_type @fixing_type.setter def fixing_type(self, value: str): self._property_changed('fixing_type') self.__fixing_type = value @property def last_eligible_date(self) -> float: """The last eligible date for the roll""" return self.__last_eligible_date @last_eligible_date.setter def last_eligible_date(self, value: float): self._property_changed('last_eligible_date') self.__last_eligible_date = value @property def num_roll_days(self) -> float: """The number of days over which the roll is spread""" return self.__num_roll_days @num_roll_days.setter def num_roll_days(self, value: float): self._property_changed('num_roll_days') self.__num_roll_days = value @property def roll_end(self) -> float: """Day on which to end the roll""" return self.__roll_end @roll_end.setter def roll_end(self, value: float): self._property_changed('roll_end') self.__roll_end = value @property def roll_start(self) -> float: """Day on which to start the roll""" return self.__roll_start @roll_start.setter def roll_start(self, value: float): self._property_changed('roll_start') self.__roll_start = value @property def roll_type(self) -> str: """Type of contract roll""" return self.__roll_type @roll_type.setter def roll_type(self, value: str): self._property_changed('roll_type') self.__roll_type = value @property def valid_contract_expiry(self) -> str: """The valid contract expiry months""" return self.__valid_contract_expiry @valid_contract_expiry.setter def valid_contract_expiry(self, value: str): self._property_changed('valid_contract_expiry') self.__valid_contract_expiry = value class LiveMarket(Base): """Live market""" @camel_case_translate def __init__( self, location: Union[PricingLocation, str], name: str = None ): super().__init__() self.location = location self.name = name @property def market_type(self) -> str: """LiveMarket""" return 'LiveMarket' @property def location(self) -> Union[PricingLocation, str]: """Location for the market data""" return self.__location @location.setter def location(self, value: Union[PricingLocation, str]): self._property_changed('location') self.__location = get_enum_value(PricingLocation, value) class MarketDataCoordinateValue(Base): """Market data coordinate and value""" @camel_case_translate def __init__( self, coordinate: MarketDataCoordinate, value: float, name: str = None ): super().__init__() self.coordinate = coordinate self.value = value self.name = name @property def coordinate(self) -> MarketDataCoordinate: """Market data coordinate""" return self.__coordinate @coordinate.setter def coordinate(self, value: MarketDataCoordinate): self._property_changed('coordinate') self.__coordinate = value @property def value(self) -> float: """Value for the coordinate""" return self.__value @value.setter def value(self, value: float): self._property_changed('value') self.__value = value class MarketDataPattern(Base): """A pattern used to match market coordinates""" @camel_case_translate def __init__( self, mkt_type: str = None, mkt_asset: str = None, mkt_class: str = None, mkt_point: Tuple[str, ...] = None, mkt_quoting_style: str = None, is_active: bool = None, is_investment_grade: bool = None, currency: Union[Currency, str] = None, country_code: Union[CountryCode, str] = None, gics_sector: str = None, gics_industry_group: str = None, gics_industry: str = None, gics_sub_industry: str = None, name: str = None ): super().__init__() self.mkt_type = mkt_type self.mkt_asset = mkt_asset self.mkt_class = mkt_class self.mkt_point = mkt_point self.mkt_quoting_style = mkt_quoting_style self.is_active = is_active self.is_investment_grade = is_investment_grade self.currency = currency self.country_code = country_code self.gics_sector = gics_sector self.gics_industry_group = gics_industry_group self.gics_industry = gics_industry self.gics_sub_industry = gics_sub_industry self.name = name @property def mkt_type(self) -> str: """The Market Data Type, e.g. IR, IR_BASIS, FX, FX_Vol""" return self.__mkt_type @mkt_type.setter def mkt_type(self, value: str): self._property_changed('mkt_type') self.__mkt_type = value @property def mkt_asset(self) -> str: """The specific point, e.g. 3m, 10y, 11y, Dec19""" return self.__mkt_asset @mkt_asset.setter def mkt_asset(self, value: str): self._property_changed('mkt_asset') self.__mkt_asset = value @property def mkt_class(self) -> str: """The market data pointClass, e.g. Swap, Cash.""" return self.__mkt_class @mkt_class.setter def mkt_class(self, value: str): self._property_changed('mkt_class') self.__mkt_class = value @property def mkt_point(self) -> Tuple[str, ...]: """The specific point, e.g. 3m, 10y, 11y, Dec19""" return self.__mkt_point @mkt_point.setter def mkt_point(self, value: Tuple[str, ...]): self._property_changed('mkt_point') self.__mkt_point = value @property def mkt_quoting_style(self) -> str: return self.__mkt_quoting_style @mkt_quoting_style.setter def mkt_quoting_style(self, value: str): self._property_changed('mkt_quoting_style') self.__mkt_quoting_style = value @property def is_active(self) -> bool: """Is the asset active""" return self.__is_active @is_active.setter def is_active(self, value: bool): self._property_changed('is_active') self.__is_active = value @property def is_investment_grade(self) -> bool: """Is the asset investment grade""" return self.__is_investment_grade @is_investment_grade.setter def is_investment_grade(self, value: bool): self._property_changed('is_investment_grade') self.__is_investment_grade = value @property def currency(self) -> Union[Currency, str]: """Currency, ISO 4217 currency code or exchange quote modifier (e.g. GBP vs GBp)""" return self.__currency @currency.setter def currency(self, value: Union[Currency, str]): self._property_changed('currency') self.__currency = get_enum_value(Currency, value) @property def country_code(self) -> Union[CountryCode, str]: """ISO Country code""" return self.__country_code @country_code.setter def country_code(self, value: Union[CountryCode, str]): self._property_changed('country_code') self.__country_code = get_enum_value(CountryCode, value) @property def gics_sector(self) -> str: """GICS Sector classification (level 1)""" return self.__gics_sector @gics_sector.setter def gics_sector(self, value: str): self._property_changed('gics_sector') self.__gics_sector = value @property def gics_industry_group(self) -> str: """GICS Industry Group classification (level 2)""" return self.__gics_industry_group @gics_industry_group.setter def gics_industry_group(self, value: str): self._property_changed('gics_industry_group') self.__gics_industry_group = value @property def gics_industry(self) -> str: """GICS Industry classification (level 3)""" return self.__gics_industry @gics_industry.setter def gics_industry(self, value: str): self._property_changed('gics_industry') self.__gics_industry = value @property def gics_sub_industry(self) -> str: """GICS Sub Industry classification (level 4)""" return self.__gics_sub_industry @gics_sub_industry.setter def gics_sub_industry(self, value: str): self._property_changed('gics_sub_industry') self.__gics_sub_industry = value class MarketDataScenario(Base): """A market data scenario to apply to the calculation""" @camel_case_translate def __init__( self, scenario: dict, subtract_base: bool = False, name: str = None ): super().__init__() self.scenario = scenario self.subtract_base = subtract_base self.name = name @property def scenario(self) -> dict: """The scenario""" return self.__scenario @scenario.setter def scenario(self, value: dict): self._property_changed('scenario') self.__scenario = value @property def subtract_base(self) -> bool: """Subtract values computed under the base market data state, to return a diff, if true""" return self.__subtract_base @subtract_base.setter def subtract_base(self, value: bool): self._property_changed('subtract_base') self.__subtract_base = value class MarketDataShock(Base): """A shock to apply to market coordinate values""" @camel_case_translate def __init__( self, shock_type: Union[MarketDataShockType, str], value: float, precision: float = None, cap: float = None, floor: float = None, coordinate_cap: float = None, coordinate_floor: float = None, name: str = None ): super().__init__() self.shock_type = shock_type self.value = value self.precision = precision self.cap = cap self.floor = floor self.coordinate_cap = coordinate_cap self.coordinate_floor = coordinate_floor self.name = name @property def shock_type(self) -> Union[MarketDataShockType, str]: """Market data shock type""" return self.__shock_type @shock_type.setter def shock_type(self, value: Union[MarketDataShockType, str]): self._property_changed('shock_type') self.__shock_type = get_enum_value(MarketDataShockType, value) @property def value(self) -> float: """The amount by which to shock matching coordinates""" return self.__value @value.setter def value(self, value: float): self._property_changed('value') self.__value = value @property def precision(self) -> float: """The precision to which the shock will be rounded""" return self.__precision @precision.setter def precision(self, value: float): self._property_changed('precision') self.__precision = value @property def cap(self) -> float: """Upper bound on the shocked value""" return self.__cap @cap.setter def cap(self, value: float): self._property_changed('cap') self.__cap = value @property def floor(self) -> float: """Lower bound on the shocked value""" return self.__floor @floor.setter def floor(self, value: float): self._property_changed('floor') self.__floor = value @property def coordinate_cap(self) -> float: """Upper bound on the pre-shocked value of matching coordinates""" return self.__coordinate_cap @coordinate_cap.setter def coordinate_cap(self, value: float): self._property_changed('coordinate_cap') self.__coordinate_cap = value @property def coordinate_floor(self) -> float: """Lower bound on the pre-shocked value of matching coordinates""" return self.__coordinate_floor @coordinate_floor.setter def coordinate_floor(self, value: float): self._property_changed('coordinate_floor') self.__coordinate_floor = value class PCOBenchmark(Base): """Parameters required for PCO Benchmark""" @camel_case_translate def __init__( self, selected: str = None, options: Tuple[PCOBenchmarkOptions, ...] = None, name: str = None ): super().__init__() self.selected = selected self.options = options self.name = name @property def selected(self) -> str: return self.__selected @selected.setter def selected(self, value: str): self._property_changed('selected') self.__selected = value @property def options(self) -> Tuple[PCOBenchmarkOptions, ...]: """Parameters required for PCO Benchmark""" return self.__options @options.setter def options(self, value: Tuple[PCOBenchmarkOptions, ...]): self._property_changed('options') self.__options = value class PCOCashBalance(Base): """Parameters required for PCO Cash Balance""" @camel_case_translate def __init__( self, local_currency: Union[Currency, str] = None, cash_balance_limits: Tuple[str, ...] = None, cash_reserve: str = None, long_threshold: str = None, short_threshold: str = None, name: str = None ): super().__init__() self.local_currency = local_currency self.cash_balance_limits = cash_balance_limits self.cash_reserve = cash_reserve self.long_threshold = long_threshold self.short_threshold = short_threshold self.name = name @property def local_currency(self) -> Union[Currency, str]: """Local currency""" return self.__local_currency @local_currency.setter def local_currency(self, value: Union[Currency, str]): self._property_changed('local_currency') self.__local_currency = get_enum_value(Currency, value) @property def cash_balance_limits(self) -> Tuple[str, ...]: """Upper and lower limits for cash balance""" return self.__cash_balance_limits @cash_balance_limits.setter def cash_balance_limits(self, value: Tuple[str, ...]): self._property_changed('cash_balance_limits') self.__cash_balance_limits = value @property def cash_reserve(self) -> str: """Target cash reserve""" return self.__cash_reserve @cash_reserve.setter def cash_reserve(self, value: str): self._property_changed('cash_reserve') self.__cash_reserve = value @property def long_threshold(self) -> str: """Long cash threshold""" return self.__long_threshold @long_threshold.setter def long_threshold(self, value: str): self._property_changed('long_threshold') self.__long_threshold = value @property def short_threshold(self) -> str: """Short cash threshold""" return self.__short_threshold @short_threshold.setter def short_threshold(self, value: str): self._property_changed('short_threshold') self.__short_threshold = value class PCOParameterValues(Base): """Parameters required for a PCO Generic Value""" @camel_case_translate def __init__( self, currency: Union[Currency, str] = None, value: Union[float, str] = None, name: str = None ): super().__init__() self.currency = currency self.value = value self.name = name @property def currency(self) -> Union[Currency, str]: """Currency""" return self.__currency @currency.setter def currency(self, value: Union[Currency, str]): self._property_changed('currency') self.__currency = get_enum_value(Currency, value) @property def value(self) -> Union[float, str]: """Generic value for a PCO parameter""" return self.__value @value.setter def value(self, value: Union[float, str]): self._property_changed('value') self.__value = value class PCOSettlements(Base): """Parameters required for a PCO Settlement""" @camel_case_translate def __init__( self, currency: Union[Currency, str] = None, data: Tuple[PCOSettlementsData, ...] = None, name: str = None ): super().__init__() self.currency = currency self.data = data self.name = name @property def currency(self) -> Union[Currency, str]: """Currency""" return self.__currency @currency.setter def currency(self, value: Union[Currency, str]): self._property_changed('currency') self.__currency = get_enum_value(Currency, value) @property def data(self) -> Tuple[PCOSettlementsData, ...]: """Parameters required for a PCO Settlement""" return self.__data @data.setter def data(self, value: Tuple[PCOSettlementsData, ...]): self._property_changed('data') self.__data = value class PCOTargetDeviation(Base): """Parameters required for a Target Deviation""" @camel_case_translate def __init__( self, currency: Union[Currency, str] = None, data: Tuple[PCOTargetDeviationData, ...] = None, name: str = None ): super().__init__() self.currency = currency self.data = data self.name = name @property def currency(self) -> Union[Currency, str]: """Currency""" return self.__currency @currency.setter def currency(self, value: Union[Currency, str]): self._property_changed('currency') self.__currency = get_enum_value(Currency, value) @property def data(self) -> Tuple[PCOTargetDeviationData, ...]: """Parameters required for a Target Deviation data""" return self.__data @data.setter def data(self, value: Tuple[PCOTargetDeviationData, ...]): self._property_changed('data') self.__data = value class PCOUnrealisedMarkToMarket(Base): """Parameters required for a Unrealised mark to market.""" @camel_case_translate def __init__( self, total: str = None, next_settlement_date: datetime.datetime = None, next_settlement: str = None, next_roll_date: datetime.datetime = None, historical_data: Tuple[PCOMtMHistoricalData, ...] = None, name: str = None ): super().__init__() self.total = total self.next_settlement_date = next_settlement_date self.next_settlement = next_settlement self.next_roll_date = next_roll_date self.historical_data = historical_data self.name = name @property def total(self) -> str: """Total indicative unrealised mark to market value""" return self.__total @total.setter def total(self, value: str): self._property_changed('total') self.__total = value @property def next_settlement_date(self) -> datetime.datetime: """Next settlement date""" return self.__next_settlement_date @next_settlement_date.setter def next_settlement_date(self, value: datetime.datetime): self._property_changed('next_settlement_date') self.__next_settlement_date = value @property def next_settlement(self) -> str: """Next settlement value""" return self.__next_settlement @next_settlement.setter def next_settlement(self, value: str): self._property_changed('next_settlement') self.__next_settlement = value @property def next_roll_date(self) -> datetime.datetime: """Next roll date""" return self.__next_roll_date @next_roll_date.setter def next_roll_date(self, value: datetime.datetime): self._property_changed('next_roll_date') self.__next_roll_date = value @property def historical_data(self) -> Tuple[PCOMtMHistoricalData, ...]: """History of unrealised mark to market of open trades""" return self.__historical_data @historical_data.setter def historical_data(self, value: Tuple[PCOMtMHistoricalData, ...]): self._property_changed('historical_data') self.__historical_data = value class Position(Base): @camel_case_translate def __init__( self, asset_id: str = None, quantity: float = None, notional: float = None, party_to: SimpleParty = None, party_from: SimpleParty = None, external_ids: Tuple[dict, ...] = None, margin_ids: Tuple[dict, ...] = None, instrument: InstrumentBase = None, description: str = None, name: str = None ): super().__init__() self.asset_id = asset_id self.quantity = quantity self.notional = notional self.party_to = party_to self.party_from = party_from self.external_ids = external_ids self.margin_ids = margin_ids self.instrument = instrument self.description = description self.name = name @property def asset_id(self) -> str: """Marquee unique asset identifier.""" return self.__asset_id @asset_id.setter def asset_id(self, value: str): self._property_changed('asset_id') self.__asset_id = value @property def quantity(self) -> float: """Quantity of position""" return self.__quantity @quantity.setter def quantity(self, value: float): self._property_changed('quantity') self.__quantity = value @property def notional(self) -> float: """Notional of position""" return self.__notional @notional.setter def notional(self, value: float): self._property_changed('notional') self.__notional = value @property def party_to(self) -> SimpleParty: return self.__party_to @party_to.setter def party_to(self, value: SimpleParty): self._property_changed('party_to') self.__party_to = value @property def party_from(self) -> SimpleParty: return self.__party_from @party_from.setter def party_from(self, value: SimpleParty): self._property_changed('party_from') self.__party_from = value @property def external_ids(self) -> Tuple[dict, ...]: """A list of identifiers (external to Marquee) for this position""" return self.__external_ids @external_ids.setter def external_ids(self, value: Tuple[dict, ...]): self._property_changed('external_ids') self.__external_ids = value @property def margin_ids(self) -> Tuple[dict, ...]: """A list of margin identifiers (e.g. CSA) for this position""" return self.__margin_ids @margin_ids.setter def margin_ids(self, value: Tuple[dict, ...]): self._property_changed('margin_ids') self.__margin_ids = value @property def instrument(self) -> InstrumentBase: """Valid Instruments""" return self.__instrument @instrument.setter def instrument(self, value: InstrumentBase): self._property_changed('instrument') self.__instrument = value @property def description(self) -> str: """Description of a particular trade or position.""" return self.__description @description.setter def description(self, value: str): self._property_changed('description') self.__description = value class RiskMeasure(Base): """The measure to perform risk on. Each risk measure consists of an asset class, a measure type, and a unit.""" @camel_case_translate def __init__( self, asset_class: Union[AssetClass, str] = None, measure_type: Union[RiskMeasureType, str] = None, unit: Union[RiskMeasureUnit, str] = None, value: Union[float, str] = None, name: str = None ): super().__init__() self.asset_class = asset_class self.measure_type = measure_type self.unit = unit self.value = value self.name = name @property def asset_class(self) -> Union[AssetClass, str]: """Asset classification of security. Assets are classified into broad groups which exhibit similar characteristics and behave in a consistent way under different market conditions""" return self.__asset_class @asset_class.setter def asset_class(self, value: Union[AssetClass, str]): self._property_changed('asset_class') self.__asset_class = get_enum_value(AssetClass, value) @property def measure_type(self) -> Union[RiskMeasureType, str]: """The type of measure to perform risk on. e.g. Greeks""" return self.__measure_type @measure_type.setter def measure_type(self, value: Union[RiskMeasureType, str]): self._property_changed('measure_type') self.__measure_type = get_enum_value(RiskMeasureType, value) @property def unit(self) -> Union[RiskMeasureUnit, str]: """The unit of change of underlying in the risk computation.""" return self.__unit @unit.setter def unit(self, value: Union[RiskMeasureUnit, str]): self._property_changed('unit') self.__unit = get_enum_value(RiskMeasureUnit, value) @property def value(self) -> Union[float, str]: """Value of this measure""" return self.__value @value.setter def value(self, value: Union[float, str]): self._property_changed('value') self.__value = value class RollFwd(Scenario): """A scenario to manipulate time along the forward curve""" @camel_case_translate def __init__( self, date: Union[datetime.date, str] = None, realise_fwd: bool = True, holiday_calendar: Union[PricingLocation, str] = None, name: str = None ): super().__init__() self.date = date self.realise_fwd = realise_fwd self.holiday_calendar = holiday_calendar self.name = name @property def scenario_type(self) -> str: """RollFwd""" return 'RollFwd' @property def date(self) -> Union[datetime.date, str]: """Absolute or Relative Date to shift markets to""" return self.__date @date.setter def date(self, value: Union[datetime.date, str]): self._property_changed('date') self.__date = value @property def realise_fwd(self) -> bool: """Roll along the forward curve or roll in spot space""" return self.__realise_fwd @realise_fwd.setter def realise_fwd(self, value: bool): self._property_changed('realise_fwd') self.__realise_fwd = value @property def holiday_calendar(self) -> Union[PricingLocation, str]: """Calendar to use for relative dates""" return self.__holiday_calendar @holiday_calendar.setter def holiday_calendar(self, value: Union[PricingLocation, str]): self._property_changed('holiday_calendar') self.__holiday_calendar = get_enum_value(PricingLocation, value) class TimestampedMarket(Base): """Timestamped market""" @camel_case_translate def __init__( self, location: Union[PricingLocation, str], timestamp: datetime.datetime = None, name: str = None ): super().__init__() self.timestamp = timestamp self.location = location self.name = name @property def market_type(self) -> str: """TimestampedMarket""" return 'TimestampedMarket' @property def timestamp(self) -> datetime.datetime: """Timestamp for the market data""" return self.__timestamp @timestamp.setter def timestamp(self, value: datetime.datetime): self._property_changed('timestamp') self.__timestamp = value @property def location(self) -> Union[PricingLocation, str]: """Location for the market data""" return self.__location @location.setter def location(self, value: Union[PricingLocation, str]): self._property_changed('location') self.__location = get_enum_value(PricingLocation, value) class CSLCurrencyArray(Base): """An array of currencies""" @camel_case_translate def __init__( self, currency_values: Tuple[CSLCurrency, ...] = None, name: str = None ): super().__init__() self.currency_values = currency_values self.name = name @property def currency_values(self) -> Tuple[CSLCurrency, ...]: """A currency""" return self.__currency_values @currency_values.setter def currency_values(self, value: Tuple[CSLCurrency, ...]): self._property_changed('currency_values') self.__currency_values = value class CSLSchedule(Base): """A schedule""" @camel_case_translate def __init__( self, first_date: datetime.date = None, last_date: datetime.date = None, calendar_name: str = None, period: str = None, delay: str = None, business_day_convention: str = None, day_count_convention: str = None, days_per_term: str = None, delay_business_day_convention: str = None, delay_calendar_name: str = None, has_reset_date: bool = None, term_formula: str = None, extra_dates: Tuple[CSLDateArrayNamedParam, ...] = None, extra_dates_by_offset: Tuple[CSLSymCaseNamedParam, ...] = None, name: str = None ): super().__init__() self.first_date = first_date self.last_date = last_date self.calendar_name = calendar_name self.period = period self.delay = delay self.business_day_convention = business_day_convention self.day_count_convention = day_count_convention self.days_per_term = days_per_term self.delay_business_day_convention = delay_business_day_convention self.delay_calendar_name = delay_calendar_name self.has_reset_date = has_reset_date self.term_formula = term_formula self.extra_dates = extra_dates self.extra_dates_by_offset = extra_dates_by_offset self.name = name @property def first_date(self) -> datetime.date: """ISO 8601-formatted date""" return self.__first_date @first_date.setter def first_date(self, value: datetime.date): self._property_changed('first_date') self.__first_date = value @property def last_date(self) -> datetime.date: """ISO 8601-formatted date""" return self.__last_date @last_date.setter def last_date(self, value: datetime.date): self._property_changed('last_date') self.__last_date = value @property def calendar_name(self) -> str: """The name of the holiday calendar""" return self.__calendar_name @calendar_name.setter def calendar_name(self, value: str): self._property_changed('calendar_name') self.__calendar_name = value @property def period(self) -> str: """Tenor""" return self.__period @period.setter def period(self, value: str): self._property_changed('period') self.__period = value @property def delay(self) -> str: """The delay""" return self.__delay @delay.setter def delay(self, value: str): self._property_changed('delay') self.__delay = value @property def business_day_convention(self) -> str: return self.__business_day_convention @business_day_convention.setter def business_day_convention(self, value: str): self._property_changed('business_day_convention') self.__business_day_convention = value @property def day_count_convention(self) -> str: return self.__day_count_convention @day_count_convention.setter def day_count_convention(self, value: str): self._property_changed('day_count_convention') self.__day_count_convention = value @property def days_per_term(self) -> str: return self.__days_per_term @days_per_term.setter def days_per_term(self, value: str): self._property_changed('days_per_term') self.__days_per_term = value @property def delay_business_day_convention(self) -> str: return self.__delay_business_day_convention @delay_business_day_convention.setter def delay_business_day_convention(self, value: str): self._property_changed('delay_business_day_convention') self.__delay_business_day_convention = value @property def delay_calendar_name(self) -> str: """The name of the holiday calendar""" return self.__delay_calendar_name @delay_calendar_name.setter def delay_calendar_name(self, value: str): self._property_changed('delay_calendar_name') self.__delay_calendar_name = value @property def has_reset_date(self) -> bool: return self.__has_reset_date @has_reset_date.setter def has_reset_date(self, value: bool): self._property_changed('has_reset_date') self.__has_reset_date = value @property def term_formula(self) -> str: return self.__term_formula @term_formula.setter def term_formula(self, value: str): self._property_changed('term_formula') self.__term_formula = value @property def extra_dates(self) -> Tuple[CSLDateArrayNamedParam, ...]: """A named array of dates""" return self.__extra_dates @extra_dates.setter def extra_dates(self, value: Tuple[CSLDateArrayNamedParam, ...]): self._property_changed('extra_dates') self.__extra_dates = value @property def extra_dates_by_offset(self) -> Tuple[CSLSymCaseNamedParam, ...]: """A named case-sensitive string.""" return self.__extra_dates_by_offset @extra_dates_by_offset.setter def extra_dates_by_offset(self, value: Tuple[CSLSymCaseNamedParam, ...]): self._property_changed('extra_dates_by_offset') self.__extra_dates_by_offset = value class CurveScenario(Scenario): """A scenario to manipulate curve shape""" @camel_case_translate def __init__( self, market_data_pattern: MarketDataPattern = None, annualised_parallel_shift: float = None, annualised_slope_shift: float = None, pivot_point: float = None, cutoff: float = None, floor: float = None, denominated: str = None, tenor: str = None, rate_option: str = None, bucket_shift: float = None, bucket_start: str = None, bucket_end: str = None, style: str = 'MarketData', name: str = None ): super().__init__() self.market_data_pattern = market_data_pattern self.annualised_parallel_shift = annualised_parallel_shift self.annualised_slope_shift = annualised_slope_shift self.pivot_point = pivot_point self.cutoff = cutoff self.floor = floor self.denominated = denominated self.tenor = tenor self.rate_option = rate_option self.bucket_shift = bucket_shift self.bucket_start = bucket_start self.bucket_end = bucket_end self.style = style self.name = name @property def scenario_type(self) -> str: """CurveScenario""" return 'CurveScenario' @property def market_data_pattern(self) -> MarketDataPattern: """Market pattern for matching curve assets""" return self.__market_data_pattern @market_data_pattern.setter def market_data_pattern(self, value: MarketDataPattern): self._property_changed('market_data_pattern') self.__market_data_pattern = value @property def annualised_parallel_shift(self) -> float: """Size of the parallel shift (in bps/year)""" return self.__annualised_parallel_shift @annualised_parallel_shift.setter def annualised_parallel_shift(self, value: float): self._property_changed('annualised_parallel_shift') self.__annualised_parallel_shift = value @property def annualised_slope_shift(self) -> float: """Size of the slope shift (in bps/year)""" return self.__annualised_slope_shift @annualised_slope_shift.setter def annualised_slope_shift(self, value: float): self._property_changed('annualised_slope_shift') self.__annualised_slope_shift = value @property def pivot_point(self) -> float: """The pivot point (in years)""" return self.__pivot_point @pivot_point.setter def pivot_point(self, value: float): self._property_changed('pivot_point') self.__pivot_point = value @property def cutoff(self) -> float: """The cutoff point (in years)""" return self.__cutoff @cutoff.setter def cutoff(self, value: float): self._property_changed('cutoff') self.__cutoff = value @property def floor(self) -> float: """The floor value (in bps)""" return self.__floor @floor.setter def floor(self, value: float): self._property_changed('floor') self.__floor = value @property def denominated(self) -> str: """Currency to which shock is applied""" return self.__denominated @denominated.setter def denominated(self, value: str): self._property_changed('denominated') self.__denominated = value @property def tenor(self) -> str: """Tenor of rate option to which shock is applied""" return self.__tenor @tenor.setter def tenor(self, value: str): self._property_changed('tenor') self.__tenor = value @property def rate_option(self) -> str: """Rate option to which shock is applied""" return self.__rate_option @rate_option.setter def rate_option(self, value: str): self._property_changed('rate_option') self.__rate_option = value @property def bucket_shift(self) -> float: """Size of the bucket shift (in bps)""" return self.__bucket_shift @bucket_shift.setter def bucket_shift(self, value: float): self._property_changed('bucket_shift') self.__bucket_shift = value @property def bucket_start(self) -> str: """The start date of the custom bucket""" return self.__bucket_start @bucket_start.setter def bucket_start(self, value: str): self._property_changed('bucket_start') self.__bucket_start = value @property def bucket_end(self) -> str: """The end date of the custom bucket""" return self.__bucket_end @bucket_end.setter def bucket_end(self, value: str): self._property_changed('bucket_end') self.__bucket_end = value @property def style(self) -> str: """Different styles for risk calculation""" return self.__style @style.setter def style(self, value: str): self._property_changed('style') self.__style = value class DataSetFieldMap(Base): """The mapping between data set field and risk measure type""" @camel_case_translate def __init__( self, data_set_id: str, field: str, results_field: str, risk_measure: RiskMeasure, name: str = None ): super().__init__() self.data_set_id = data_set_id self.field = field self.results_field = results_field self.risk_measure = risk_measure self.name = name @property def data_set_id(self) -> str: """Unique id of dataset.""" return self.__data_set_id @data_set_id.setter def data_set_id(self, value: str): self._property_changed('data_set_id') self.__data_set_id = value @property def field(self) -> str: """The field for data set, e.g. rate""" return self.__field @field.setter def field(self, value: str): self._property_changed('field') self.__field = value @property def results_field(self) -> str: """The source field in the results, e.g. value or fixedRate""" return self.__results_field @results_field.setter def results_field(self, value: str): self._property_changed('results_field') self.__results_field = value @property def risk_measure(self) -> RiskMeasure: """The measure to perform risk on. Each risk measure consists of an asset class, a measure type, and a unit.""" return self.__risk_measure @risk_measure.setter def risk_measure(self, value: RiskMeasure): self._property_changed('risk_measure') self.__risk_measure = value class FieldValueMap(Base): @camel_case_translate def __init__( self, **kwargs ): super().__init__() self.investment_rate = kwargs.get('investment_rate') self.starting_emma_legal_entity_id = kwargs.get('starting_emma_legal_entity_id') self.mdapi_class = kwargs.get('mdapi_class') self.total_notional_usd = kwargs.get('total_notional_usd') self.bid_unadjusted = kwargs.get('bid_unadjusted') self.aggressive_fills_percentage = kwargs.get('aggressive_fills_percentage') self.vehicle_type = kwargs.get('vehicle_type') self.total_fatalities_by_state = kwargs.get('total_fatalities_by_state') self.new_active = kwargs.get('new_active') self.daily_risk = kwargs.get('daily_risk') self.energy = kwargs.get('energy') self.sunshine_daily_forecast = kwargs.get('sunshine_daily_forecast') self.sentiment_score = kwargs.get('sentiment_score') self.correlation = kwargs.get('correlation') self.exposure = kwargs.get('exposure') self.size = kwargs.get('size') self.market_data_asset = kwargs.get('market_data_asset') self.buy75cents = kwargs.get('buy75cents') self.unadjusted_high = kwargs.get('unadjusted_high') self.source_importance = kwargs.get('source_importance') self.closing_yield = kwargs.get('closing_yield') self.wind = kwargs.get('wind') self.sc16 = kwargs.get('sc16') self.sc15 = kwargs.get('sc15') self.sc12 = kwargs.get('sc12') self.sc11 = kwargs.get('sc11') self.primary_vwap_in_limit_unrealized_bps = kwargs.get('primary_vwap_in_limit_unrealized_bps') self.display_name = kwargs.get('display_name') self.minutes_to_trade100_pct = kwargs.get('minutes_to_trade100_pct') self.sc14 = kwargs.get('sc14') self.cumulative_volume_in_shares = kwargs.get('cumulative_volume_in_shares') self.sc13 = kwargs.get('sc13') self.new_fatalities = kwargs.get('new_fatalities') self.buy50bps = kwargs.get('buy50bps') self.num_staffed_beds = kwargs.get('num_staffed_beds') self.upfront_payment = kwargs.get('upfront_payment') self.arrival_mid_realized_cash = kwargs.get('arrival_mid_realized_cash') self.sc10 = kwargs.get('sc10') self.sc05 = kwargs.get('sc05') self.a = kwargs.get('a') self.sc04 = kwargs.get('sc04') self.b = kwargs.get('b') self.sc07 = kwargs.get('sc07') self.c = kwargs.get('c') self.yield_to_maturity = kwargs.get('yield_to_maturity') self.sc06 = kwargs.get('sc06') self.address = kwargs.get('address') self.sc01 = kwargs.get('sc01') self.leg2_payment_frequency = kwargs.get('leg2_payment_frequency') self.sc03 = kwargs.get('sc03') self.sc02 = kwargs.get('sc02') self.geography_name = kwargs.get('geography_name') self.borrower = kwargs.get('borrower') self.settle_price = kwargs.get('settle_price') self.performance_contribution = kwargs.get('performance_contribution') self.sc09 = kwargs.get('sc09') self.mkt_class = kwargs.get('mkt_class') self.sc08 = kwargs.get('sc08') self.collateralization = kwargs.get('collateralization') self.future_month_u26 = kwargs.get('future_month_u26') self.future_month_u25 = kwargs.get('future_month_u25') self.future_month_u24 = kwargs.get('future_month_u24') self.future_month_u23 = kwargs.get('future_month_u23') self.future_month_u22 = kwargs.get('future_month_u22') self.statement_id = kwargs.get('statement_id') self.future_month_u21 = kwargs.get('future_month_u21') self.modified_duration = kwargs.get('modified_duration') self.short_rates_contribution = kwargs.get('short_rates_contribution') self.implied_normal_volatility = kwargs.get('implied_normal_volatility') self.solar_generation = kwargs.get('solar_generation') self.mtm_price = kwargs.get('mtm_price') self.swap_spread_change = kwargs.get('swap_spread_change') self.realized_arrival_performance_usd = kwargs.get('realized_arrival_performance_usd') self.portfolio_assets = kwargs.get('portfolio_assets') self.pricingdate = kwargs.get('pricingdate') self.tcm_cost_horizon3_hour = kwargs.get('tcm_cost_horizon3_hour') self.exchange_rate = kwargs.get('exchange_rate') self.potential_bed_cap_inc = kwargs.get('potential_bed_cap_inc') self.number_covered = kwargs.get('number_covered') self.number_of_positions = kwargs.get('number_of_positions') self.open_unadjusted = kwargs.get('open_unadjusted') self.strike_time = kwargs.get('strike_time') self.ask_price = kwargs.get('ask_price') self.event_id = kwargs.get('event_id') self.sectors = kwargs.get('sectors') self.additional_price_notation_type = kwargs.get('additional_price_notation_type') self.gross_investment_qtd = kwargs.get('gross_investment_qtd') self.annualized_risk = kwargs.get('annualized_risk') self.estimated_holding_time_short = kwargs.get('estimated_holding_time_short') self.midcurve_premium = kwargs.get('midcurve_premium') self.volume_composite = kwargs.get('volume_composite') self.sharpe_qtd = kwargs.get('sharpe_qtd') self.estimated_holding_time_long = kwargs.get('estimated_holding_time_long') self.external = kwargs.get('external') self.tracker_name = kwargs.get('tracker_name') self.sell50cents = kwargs.get('sell50cents') self.trade_price = kwargs.get('trade_price') self.cleared = kwargs.get('cleared') self.prime_id_numeric = kwargs.get('prime_id_numeric') self.buy8bps = kwargs.get('buy8bps') self.total_notional_local = kwargs.get('total_notional_local') self.cid = kwargs.get('cid') self.total_confirmed_senior_home = kwargs.get('total_confirmed_senior_home') self.ctd_fwd_price = kwargs.get('ctd_fwd_price') self.sink_factor = kwargs.get('sink_factor') self.temperature_forecast = kwargs.get('temperature_forecast') self.bid_high = kwargs.get('bid_high') self.pnl_qtd = kwargs.get('pnl_qtd') self.buy50cents = kwargs.get('buy50cents') self.sell4bps = kwargs.get('sell4bps') self.receiver_day_count_fraction = kwargs.get('receiver_day_count_fraction') self.auction_close_percentage = kwargs.get('auction_close_percentage') self.target_price = kwargs.get('target_price') self.bos_in_bps_description = kwargs.get('bos_in_bps_description') self.low_price = kwargs.get('low_price') self.adv22_day_pct = kwargs.get('adv22_day_pct') self.matched_maturity_swap_spread12m = kwargs.get('matched_maturity_swap_spread12m') self.price_range_in_ticks_label = kwargs.get('price_range_in_ticks_label') self.ticker = kwargs.get('ticker') self.notional_unit = kwargs.get('notional_unit') self.tcm_cost_horizon1_day = kwargs.get('tcm_cost_horizon1_day') self.approval = kwargs.get('approval') self.test_measure = kwargs.get('test_measure') self.option_lock_out_period = kwargs.get('option_lock_out_period') self.execution_time = kwargs.get('execution_time') self.source_value_forecast = kwargs.get('source_value_forecast') self.leg2_spread = kwargs.get('leg2_spread') self.short_conviction_large = kwargs.get('short_conviction_large') self.ccg_name = kwargs.get('ccg_name') self.dollar_excess_return = kwargs.get('dollar_excess_return') self.gsn = kwargs.get('gsn') self.trade_end_date = kwargs.get('trade_end_date') self.receiver_rate_option = kwargs.get('receiver_rate_option') self.gss = kwargs.get('gss') self.percent_of_mediandv1m = kwargs.get('percent_of_mediandv1m') self.lendables = kwargs.get('lendables') self.sell75cents = kwargs.get('sell75cents') self.option_adjusted_spread = kwargs.get('option_adjusted_spread') self.option_adjusted_swap_spread = kwargs.get('option_adjusted_swap_spread') self.bos_in_ticks_label = kwargs.get('bos_in_ticks_label') self.position_source_id = kwargs.get('position_source_id') self.buy1bps = kwargs.get('buy1bps') self.buy3point5bps = kwargs.get('buy3point5bps') self.gs_sustain_region = kwargs.get('gs_sustain_region') self.absolute_return_wtd = kwargs.get('absolute_return_wtd') self.deployment_id = kwargs.get('deployment_id') self.asset_parameters_seniority = kwargs.get('asset_parameters_seniority') self.ask_spread = kwargs.get('ask_spread') self.flow = kwargs.get('flow') self.future_month_h26 = kwargs.get('future_month_h26') self.loan_rebate = kwargs.get('loan_rebate') self.future_month_h25 = kwargs.get('future_month_h25') self.period = kwargs.get('period') self.index_create_source = kwargs.get('index_create_source') self.future_month_h24 = kwargs.get('future_month_h24') self.future_month_h23 = kwargs.get('future_month_h23') self.future_month_h22 = kwargs.get('future_month_h22') self.future_month_h21 = kwargs.get('future_month_h21') self.non_usd_ois = kwargs.get('non_usd_ois') self.real_twi_contribution = kwargs.get('real_twi_contribution') self.mkt_asset = kwargs.get('mkt_asset') self.leg2_index_location = kwargs.get('leg2_index_location') self.twap_unrealized_bps = kwargs.get('twap_unrealized_bps') self.last_updated_message = kwargs.get('last_updated_message') self.loan_value = kwargs.get('loan_value') self.option_adjusted_ois_spread = kwargs.get('option_adjusted_ois_spread') self.total_return_price = kwargs.get('total_return_price') self.weighted_percent_in_model = kwargs.get('weighted_percent_in_model') self.init_loan_spread_required = kwargs.get('init_loan_spread_required') self.election_period = kwargs.get('election_period') self.funding_ask_price = kwargs.get('funding_ask_price') self.historical_beta = kwargs.get('historical_beta') self.bond_risk_premium_index = kwargs.get('bond_risk_premium_index') self.hit_rate_ytd = kwargs.get('hit_rate_ytd') self.gir_gsdeer_gsfeer = kwargs.get('gir_gsdeer_gsfeer') self.num_units = kwargs.get('num_units') self.asset_parameters_receiver_frequency = kwargs.get('asset_parameters_receiver_frequency') self.expense_ratio_gross_bps = kwargs.get('expense_ratio_gross_bps') self.relative_payoff_wtd = kwargs.get('relative_payoff_wtd') self.ctd_price = kwargs.get('ctd_price') self.pace_of_roll_now = kwargs.get('pace_of_roll_now') self.product = kwargs.get('product') self.leg2_return_type = kwargs.get('leg2_return_type') self.agent_lender_fee = kwargs.get('agent_lender_fee') self.dissemination_id = kwargs.get('dissemination_id') self.option_strike_price = kwargs.get('option_strike_price') self.precipitation_type = kwargs.get('precipitation_type') self.lower_bound = kwargs.get('lower_bound') self.arrival_mid_normalized = kwargs.get('arrival_mid_normalized') self.underlying_asset2 = kwargs.get('underlying_asset2') self.underlying_asset1 = kwargs.get('underlying_asset1') self.legal_entity = kwargs.get('legal_entity') self.performance_fee = kwargs.get('performance_fee') self.order_state = kwargs.get('order_state') self.actual_data_quality = kwargs.get('actual_data_quality') self.index_ratio = kwargs.get('index_ratio') self.queue_in_lots_label = kwargs.get('queue_in_lots_label') self.adv10_day_pct = kwargs.get('adv10_day_pct') self.long_conviction_medium = kwargs.get('long_conviction_medium') self.relative_hit_rate_wtd = kwargs.get('relative_hit_rate_wtd') self.daily_tracking_error = kwargs.get('daily_tracking_error') self.sell140cents = kwargs.get('sell140cents') self.sell10bps = kwargs.get('sell10bps') self.aggressive_offset_from_last = kwargs.get('aggressive_offset_from_last') self.longitude = kwargs.get('longitude') self.new_icu = kwargs.get('new_icu') self.market_cap = kwargs.get('market_cap') self.weighted_average_mid = kwargs.get('weighted_average_mid') self.cluster_region = kwargs.get('cluster_region') self.valoren = kwargs.get('valoren') self.average_execution_price = kwargs.get('average_execution_price') self.proceeds_asset_ois_swap_spread1m = kwargs.get('proceeds_asset_ois_swap_spread1m') self.payoff_wtd = kwargs.get('payoff_wtd') self.basis = kwargs.get('basis') self.investment_rate_trend = kwargs.get('investment_rate_trend') self.gross_investment_mtd = kwargs.get('gross_investment_mtd') self.hedge_id = kwargs.get('hedge_id') self.sharpe_mtd = kwargs.get('sharpe_mtd') self.tcm_cost_horizon8_day = kwargs.get('tcm_cost_horizon8_day') self.residual_variance = kwargs.get('residual_variance') self.restrict_internal_derived_data = kwargs.get('restrict_internal_derived_data') self.adv5_day_pct = kwargs.get('adv5_day_pct') self.midpoint_fills_percentage = kwargs.get('midpoint_fills_percentage') self.open_interest = kwargs.get('open_interest') self.turnover_composite_unadjusted = kwargs.get('turnover_composite_unadjusted') self.fwd_points = kwargs.get('fwd_points') self.relative_return_wtd = kwargs.get('relative_return_wtd') self.units = kwargs.get('units') self.payer_rate_option = kwargs.get('payer_rate_option') self.asset_classifications_risk_country_name = kwargs.get('asset_classifications_risk_country_name') self.ext_mkt_point3 = kwargs.get('ext_mkt_point3') self.matched_maturity_swap_spread = kwargs.get('matched_maturity_swap_spread') self.city_name = kwargs.get('city_name') self.hourly_bucket = kwargs.get('hourly_bucket') self.average_implied_volatility = kwargs.get('average_implied_volatility') self.total_hospitalized_with_symptoms = kwargs.get('total_hospitalized_with_symptoms') self.days_open_realized_cash = kwargs.get('days_open_realized_cash') self.adjusted_high_price = kwargs.get('adjusted_high_price') self.proceeds_asset_ois_swap_spread = kwargs.get('proceeds_asset_ois_swap_spread') self.ext_mkt_point1 = kwargs.get('ext_mkt_point1') self.direction = kwargs.get('direction') self.ext_mkt_point2 = kwargs.get('ext_mkt_point2') self.sub_region_code = kwargs.get('sub_region_code') self.asset_parameters_fixed_rate = kwargs.get('asset_parameters_fixed_rate') self.is_estimated_return = kwargs.get('is_estimated_return') self.value_forecast = kwargs.get('value_forecast') self.total_icu = kwargs.get('total_icu') self.position_source_type = kwargs.get('position_source_type') self.previous_close_unrealized_cash = kwargs.get('previous_close_unrealized_cash') self.minimum_denomination = kwargs.get('minimum_denomination') self.future_value_notional = kwargs.get('future_value_notional') self.participation_rate = kwargs.get('participation_rate') self.obfr = kwargs.get('obfr') self.buy9point5bps = kwargs.get('buy9point5bps') self.option_lock_period = kwargs.get('option_lock_period') self.es_momentum_percentile = kwargs.get('es_momentum_percentile') self.adv_percentage = kwargs.get('adv_percentage') self.leg1_averaging_method = kwargs.get('leg1_averaging_method') self.turnover_composite = kwargs.get('turnover_composite') self.forecast_date = kwargs.get('forecast_date') self.internal_index_calc_region = kwargs.get('internal_index_calc_region') self.position_type = kwargs.get('position_type') self.sub_asset_class = kwargs.get('sub_asset_class') self.short_interest = kwargs.get('short_interest') self.reference_period = kwargs.get('reference_period') self.adjusted_volume = kwargs.get('adjusted_volume') self.ctd_fwd_yield = kwargs.get('ctd_fwd_yield') self.sec_db = kwargs.get('sec_db') self.memory_used = kwargs.get('memory_used') self.bpe_quality_stars = kwargs.get('bpe_quality_stars') self.ctd = kwargs.get('ctd') self.intended_participation_rate = kwargs.get('intended_participation_rate') self.leg1_payment_type = kwargs.get('leg1_payment_type') self.trading_pnl = kwargs.get('trading_pnl') self.collateral_value_required = kwargs.get('collateral_value_required') self.buy45bps = kwargs.get('buy45bps') self.price_to_earnings_positive = kwargs.get('price_to_earnings_positive') self.forecast = kwargs.get('forecast') self.forecast_value = kwargs.get('forecast_value') self.pnl = kwargs.get('pnl') self.volume_in_limit = kwargs.get('volume_in_limit') self.is_territory = kwargs.get('is_territory') self.leg2_delivery_point = kwargs.get('leg2_delivery_point') self.tcm_cost_horizon4_day = kwargs.get('tcm_cost_horizon4_day') self.styles = kwargs.get('styles') self.short_name = kwargs.get('short_name') self.reset_frequency1 = kwargs.get('reset_frequency1') self.buy4bps = kwargs.get('buy4bps') self.reset_frequency2 = kwargs.get('reset_frequency2') self.other_price_term = kwargs.get('other_price_term') self.bid_gspread = kwargs.get('bid_gspread') self.open_price = kwargs.get('open_price') self.ps_id = kwargs.get('ps_id') self.hit_rate_mtd = kwargs.get('hit_rate_mtd') self.fair_volatility = kwargs.get('fair_volatility') self.dollar_cross = kwargs.get('dollar_cross') self.portfolio_type = kwargs.get('portfolio_type') self.currency = kwargs.get('currency') self.cluster_class = kwargs.get('cluster_class') self.sell50bps = kwargs.get('sell50bps') self.future_month_m21 = kwargs.get('future_month_m21') self.bid_size = kwargs.get('bid_size') self.arrival_mid = kwargs.get('arrival_mid') self.asset_parameters_exchange_currency = kwargs.get('asset_parameters_exchange_currency') self.candidate_name = kwargs.get('candidate_name') self.implied_lognormal_volatility = kwargs.get('implied_lognormal_volatility') self.vwap_in_limit_unrealized_cash = kwargs.get('vwap_in_limit_unrealized_cash') self.rating_moodys = kwargs.get('rating_moodys') self.future_month_m26 = kwargs.get('future_month_m26') self.future_month_m25 = kwargs.get('future_month_m25') self.future_month_m24 = kwargs.get('future_month_m24') self.future_month_m23 = kwargs.get('future_month_m23') self.future_month_m22 = kwargs.get('future_month_m22') self.flow_pct = kwargs.get('flow_pct') self.source = kwargs.get('source') self.asset_classifications_country_code = kwargs.get('asset_classifications_country_code') self.settle_drop = kwargs.get('settle_drop') self.data_set_sub_category = kwargs.get('data_set_sub_category') self.sell9point5bps = kwargs.get('sell9point5bps') self.quantity_bucket = kwargs.get('quantity_bucket') self.option_style_sdr = kwargs.get('option_style_sdr') self.oe_name = kwargs.get('oe_name') self.given = kwargs.get('given') self.leg2_day_count_convention = kwargs.get('leg2_day_count_convention') self.liquidity_score_sell = kwargs.get('liquidity_score_sell') self.delisting_date = kwargs.get('delisting_date') self.weight = kwargs.get('weight') self.accrued_interest = kwargs.get('accrued_interest') self.business_scope = kwargs.get('business_scope') self.wtd_degree_days = kwargs.get('wtd_degree_days') self.absolute_weight = kwargs.get('absolute_weight') self.measure = kwargs.get('measure') self.temperature_hourly_forecast = kwargs.get('temperature_hourly_forecast') self.iceberg_tip_rate_type = kwargs.get('iceberg_tip_rate_type') self.sharpe_ytd = kwargs.get('sharpe_ytd') self.wind_speed_forecast = kwargs.get('wind_speed_forecast') self.gross_investment_ytd = kwargs.get('gross_investment_ytd') self.yield_price = kwargs.get('yield_price') self.leg1_total_notional_unit = kwargs.get('leg1_total_notional_unit') self.issue_price = kwargs.get('issue_price') self.ask_high = kwargs.get('ask_high') self.expected_data_quality = kwargs.get('expected_data_quality') self.region_name = kwargs.get('region_name') self.value_revised = kwargs.get('value_revised') self.discretion_upper_bound = kwargs.get('discretion_upper_bound') self.adjusted_trade_price = kwargs.get('adjusted_trade_price') self.forecast_time = kwargs.get('forecast_time') self.iso_subdivision_code_alpha2 = kwargs.get('iso_subdivision_code_alpha2') self.ctd_conversion_factor = kwargs.get('ctd_conversion_factor') self.proceeds_asset_swap_spread = kwargs.get('proceeds_asset_swap_spread') self.is_adr = kwargs.get('is_adr') self.issue_date = kwargs.get('issue_date') self.service_id = kwargs.get('service_id') self.yes = kwargs.get('yes') self.g_score = kwargs.get('g_score') self.market_value = kwargs.get('market_value') self.entity_id = kwargs.get('entity_id') self.notional_currency1 = kwargs.get('notional_currency1') self.net_debt_to_ebitda = kwargs.get('net_debt_to_ebitda') self.num_units_upper = kwargs.get('num_units_upper') self.notional_currency2 = kwargs.get('notional_currency2') self.in_limit_participation_rate = kwargs.get('in_limit_participation_rate') self.pressure_forecast = kwargs.get('pressure_forecast') self.paid = kwargs.get('paid') self.fixed_rate = kwargs.get('fixed_rate') self.short = kwargs.get('short') self.time = kwargs.get('time') self.buy4point5bps = kwargs.get('buy4point5bps') self.sell30cents = kwargs.get('sell30cents') self.event_end_date_time = kwargs.get('event_end_date_time') self.leg1_payment_frequency = kwargs.get('leg1_payment_frequency') self.cm_id = kwargs.get('cm_id') self.taxonomy = kwargs.get('taxonomy') self.buy45cents = kwargs.get('buy45cents') self.measures = kwargs.get('measures') self.seasonal_adjustment = kwargs.get('seasonal_adjustment') self.rank_wtd = kwargs.get('rank_wtd') self.underlyer = kwargs.get('underlyer') self.created_time = kwargs.get('created_time') self.identifier = kwargs.get('identifier') self.price_unit = kwargs.get('price_unit') self.trade_report_ref_id = kwargs.get('trade_report_ref_id') self.subdivision_id = kwargs.get('subdivision_id') self.unadjusted_low = kwargs.get('unadjusted_low') self.buy160cents = kwargs.get('buy160cents') self.portfolio_id = kwargs.get('portfolio_id') self.z_spread = kwargs.get('z_spread') self.cap_floor_atm_fwd_rate = kwargs.get('cap_floor_atm_fwd_rate') self.es_percentile = kwargs.get('es_percentile') self.tdapi = kwargs.get('tdapi') self.location_code = kwargs.get('location_code') self.rcic = kwargs.get('rcic') self.name_raw = kwargs.get('name_raw') self.simon_asset_tags = kwargs.get('simon_asset_tags') self.hit_rate_qtd = kwargs.get('hit_rate_qtd') self.primary_volume_in_limit = kwargs.get('primary_volume_in_limit') self.precipitation_daily_forecast_percent = kwargs.get('precipitation_daily_forecast_percent') self.aum_end = kwargs.get('aum_end') self.premium = kwargs.get('premium') self.low = kwargs.get('low') self.cross_group = kwargs.get('cross_group') self.report_run_time = kwargs.get('report_run_time') self.five_day_price_change_bps = kwargs.get('five_day_price_change_bps') self.holdings = kwargs.get('holdings') self.precipitation_daily_forecast = kwargs.get('precipitation_daily_forecast') self.price_method = kwargs.get('price_method') self.asset_parameters_fixed_rate_frequency = kwargs.get('asset_parameters_fixed_rate_frequency') self.ois_xccy = kwargs.get('ois_xccy') self.days_open = kwargs.get('days_open') self.buy110cents = kwargs.get('buy110cents') self.average_spread_bps = kwargs.get('average_spread_bps') self.buy55cents = kwargs.get('buy55cents') self.future_month_q26 = kwargs.get('future_month_q26') self.issue_size = kwargs.get('issue_size') self.future_month_q25 = kwargs.get('future_month_q25') self.future_month_q24 = kwargs.get('future_month_q24') self.future_month_q23 = kwargs.get('future_month_q23') self.future_month_q22 = kwargs.get('future_month_q22') self.pending_loan_count = kwargs.get('pending_loan_count') self.future_month_q21 = kwargs.get('future_month_q21') self.price_spot_stop_loss_unit = kwargs.get('price_spot_stop_loss_unit') self.price_range_in_ticks_description = kwargs.get('price_range_in_ticks_description') self.trade_volume = kwargs.get('trade_volume') self.primary_country_ric = kwargs.get('primary_country_ric') self.option_expiration_frequency = kwargs.get('option_expiration_frequency') self.is_active = kwargs.get('is_active') self.use_machine_learning = kwargs.get('use_machine_learning') self.growth_score = kwargs.get('growth_score') self.buffer_threshold = kwargs.get('buffer_threshold') self.buy120cents = kwargs.get('buy120cents') self.matched_maturity_swap_rate = kwargs.get('matched_maturity_swap_rate') self.primary_vwap = kwargs.get('primary_vwap') self.exchange_type_id = kwargs.get('exchange_type_id') self.basis_swap_rate = kwargs.get('basis_swap_rate') self.exchange_code = kwargs.get('exchange_code') self.group = kwargs.get('group') self.asset_parameters_termination_date = kwargs.get('asset_parameters_termination_date') self.estimated_spread = kwargs.get('estimated_spread') self.yield_change_on_day = kwargs.get('yield_change_on_day') self.created = kwargs.get('created') self.auto_tags = kwargs.get('auto_tags') self.tcm_cost = kwargs.get('tcm_cost') self.sustain_japan = kwargs.get('sustain_japan') self.history_start_date = kwargs.get('history_start_date') self.bid_spread = kwargs.get('bid_spread') self.percentage_complete = kwargs.get('percentage_complete') self.hedge_tracking_error = kwargs.get('hedge_tracking_error') self.wind_speed_type = kwargs.get('wind_speed_type') self.strike_price = kwargs.get('strike_price') self.par_asset_swap_spread12m = kwargs.get('par_asset_swap_spread12m') self.trade_report_id = kwargs.get('trade_report_id') self.adjusted_open_price = kwargs.get('adjusted_open_price') self.country_id = kwargs.get('country_id') self.point = kwargs.get('point') self.pnl_mtd = kwargs.get('pnl_mtd') self.total_returns = kwargs.get('total_returns') self.lender = kwargs.get('lender') self.ann_return1_year = kwargs.get('ann_return1_year') self.ctd_fwd_dv01 = kwargs.get('ctd_fwd_dv01') self.eff_yield7_day = kwargs.get('eff_yield7_day') self.meeting_date = kwargs.get('meeting_date') self.calendar_spread_mispricing = kwargs.get('calendar_spread_mispricing') self.buy140cents = kwargs.get('buy140cents') self.price_notation2_type = kwargs.get('price_notation2_type') self.fund_focus = kwargs.get('fund_focus') self.relative_strike = kwargs.get('relative_strike') self.flagship = kwargs.get('flagship') self.additional_price_notation = kwargs.get('additional_price_notation') self.factor_category = kwargs.get('factor_category') self.equity_delta = kwargs.get('equity_delta') self.gross_weight = kwargs.get('gross_weight') self.listed = kwargs.get('listed') self.sell7bps = kwargs.get('sell7bps') self.earnings_record_type = kwargs.get('earnings_record_type') self.mean = kwargs.get('mean') self.ask_yield = kwargs.get('ask_yield') self.shock_style = kwargs.get('shock_style') self.methodology = kwargs.get('methodology') self.buy25cents = kwargs.get('buy25cents') self.amount_outstanding = kwargs.get('amount_outstanding') self.market_pnl = kwargs.get('market_pnl') self.sustain_asia_ex_japan = kwargs.get('sustain_asia_ex_japan') self.sell6point5bps = kwargs.get('sell6point5bps') self.neighbour_asset_id = kwargs.get('neighbour_asset_id') self.count_ideas_ytd = kwargs.get('count_ideas_ytd') self.simon_intl_asset_tags = kwargs.get('simon_intl_asset_tags') self.path = kwargs.get('path') self.vwap_unrealized_cash = kwargs.get('vwap_unrealized_cash') self.payoff_mtd = kwargs.get('payoff_mtd') self.bos_in_bps_label = kwargs.get('bos_in_bps_label') self.bos_in_bps = kwargs.get('bos_in_bps') self.point_class = kwargs.get('point_class') self.fx_spot = kwargs.get('fx_spot') self.restrict_named_individuals = kwargs.get('restrict_named_individuals') self.hedge_volatility = kwargs.get('hedge_volatility') self.tags = kwargs.get('tags') self.population = kwargs.get('population') self.underlying_asset_id = kwargs.get('underlying_asset_id') self.real_long_rates_contribution = kwargs.get('real_long_rates_contribution') self.pctprices_return = kwargs.get('pctprices_return') self.domain = kwargs.get('domain') self.buy80cents = kwargs.get('buy80cents') self.forward_tenor = kwargs.get('forward_tenor') self.average_price = kwargs.get('average_price') self.target_price_realized_bps = kwargs.get('target_price_realized_bps') self.leg2_fixed_rate = kwargs.get('leg2_fixed_rate') self.share_class_assets = kwargs.get('share_class_assets') self.annuity = kwargs.get('annuity') self.total_count = kwargs.get('total_count') self.quote_type = kwargs.get('quote_type') self.corporate_action_status = kwargs.get('corporate_action_status') self.pegged_tip_size = kwargs.get('pegged_tip_size') self.uid = kwargs.get('uid') self.es_policy_percentile = kwargs.get('es_policy_percentile') self.usd_ois = kwargs.get('usd_ois') self.term = kwargs.get('term') self.restrict_internal_gs_ntk = kwargs.get('restrict_internal_gs_ntk') self.tcm_cost_participation_rate100_pct = kwargs.get('tcm_cost_participation_rate100_pct') self.relative_universe = kwargs.get('relative_universe') self.measure_idx = kwargs.get('measure_idx') self.fred_id = kwargs.get('fred_id') self.twi_contribution = kwargs.get('twi_contribution') self.cloud_cover_type = kwargs.get('cloud_cover_type') self.delisted = kwargs.get('delisted') self.regional_focus = kwargs.get('regional_focus') self.volume_primary = kwargs.get('volume_primary') self.asset_parameters_payer_designated_maturity = kwargs.get('asset_parameters_payer_designated_maturity') self.buy30cents = kwargs.get('buy30cents') self.funding_bid_price = kwargs.get('funding_bid_price') self.series = kwargs.get('series') self.sell3bps = kwargs.get('sell3bps') self.settlement_price = kwargs.get('settlement_price') self.quarter = kwargs.get('quarter') self.sell18bps = kwargs.get('sell18bps') self.asset_parameters_floating_rate_option = kwargs.get('asset_parameters_floating_rate_option') self.realized_vwap_performance_bps = kwargs.get('realized_vwap_performance_bps') self.vote_share = kwargs.get('vote_share') self.servicing_cost_short_pnl = kwargs.get('servicing_cost_short_pnl') self.total_confirmed = kwargs.get('total_confirmed') self.economic_forecast = kwargs.get('economic_forecast') self.plot_id = kwargs.get('plot_id') self.cluster_description = kwargs.get('cluster_description') self.concentration_limit = kwargs.get('concentration_limit') self.wind_speed = kwargs.get('wind_speed') self.observation_hour = kwargs.get('observation_hour') self.signal = kwargs.get('signal') self.borrower_id = kwargs.get('borrower_id') self.data_product = kwargs.get('data_product') self.buy7point5bps = kwargs.get('buy7point5bps') self.limit_price = kwargs.get('limit_price') self.bm_prime_id = kwargs.get('bm_prime_id') self.data_type = kwargs.get('data_type') self.count = kwargs.get('count') self.conviction = kwargs.get('conviction') self.rfqstate = kwargs.get('rfqstate') self.benchmark_maturity = kwargs.get('benchmark_maturity') self.gross_flow_normalized = kwargs.get('gross_flow_normalized') self.buy14bps = kwargs.get('buy14bps') self.factor_id = kwargs.get('factor_id') self.future_month_v26 = kwargs.get('future_month_v26') self.sts_fx_currency = kwargs.get('sts_fx_currency') self.future_month_v25 = kwargs.get('future_month_v25') self.bid_change = kwargs.get('bid_change') self.month = kwargs.get('month') self.future_month_v24 = kwargs.get('future_month_v24') self.investment_wtd = kwargs.get('investment_wtd') self.future_month_v23 = kwargs.get('future_month_v23') self.future_month_v22 = kwargs.get('future_month_v22') self.future_month_v21 = kwargs.get('future_month_v21') self.expiration = kwargs.get('expiration') self.leg2_reset_frequency = kwargs.get('leg2_reset_frequency') self.controversy_score = kwargs.get('controversy_score') self.proceed_asset_swap_spread = kwargs.get('proceed_asset_swap_spread') self.concentration_level = kwargs.get('concentration_level') self.importance = kwargs.get('importance') self.asset_classifications_gics_sector = kwargs.get('asset_classifications_gics_sector') self.sts_asset_name = kwargs.get('sts_asset_name') self.net_exposure_classification = kwargs.get('net_exposure_classification') self.settlement_method = kwargs.get('settlement_method') self.receiver_designated_maturity = kwargs.get('receiver_designated_maturity') self.title = kwargs.get('title') self.x_ref_type_id = kwargs.get('x_ref_type_id') self.duration = kwargs.get('duration') self.load = kwargs.get('load') self.alpha = kwargs.get('alpha') self.company = kwargs.get('company') self.settlement_frequency = kwargs.get('settlement_frequency') self.dist_avg7_day = kwargs.get('dist_avg7_day') self.in_risk_model = kwargs.get('in_risk_model') self.daily_net_shareholder_flows_percent = kwargs.get('daily_net_shareholder_flows_percent') self.filled_notional_local = kwargs.get('filled_notional_local') self.ever_hospitalized = kwargs.get('ever_hospitalized') self.meeting_number = kwargs.get('meeting_number') self.mid_gspread = kwargs.get('mid_gspread') self.days_open_unrealized_bps = kwargs.get('days_open_unrealized_bps') self.long_level = kwargs.get('long_level') self.data_description = kwargs.get('data_description') self.temperature_type = kwargs.get('temperature_type') self.gsideid = kwargs.get('gsideid') self.repo_rate = kwargs.get('repo_rate') self.division = kwargs.get('division') self.cloud_cover_daily_forecast = kwargs.get('cloud_cover_daily_forecast') self.wind_speed_daily_forecast = kwargs.get('wind_speed_daily_forecast') self.asset_parameters_floating_rate_day_count_fraction = kwargs.get( 'asset_parameters_floating_rate_day_count_fraction') self.trade_action = kwargs.get('trade_action') self.action = kwargs.get('action') self.ctd_yield = kwargs.get('ctd_yield') self.arrival_haircut_vwap_normalized = kwargs.get('arrival_haircut_vwap_normalized') self.price_component = kwargs.get('price_component') self.queue_clock_time_description = kwargs.get('queue_clock_time_description') self.asset_parameters_receiver_day_count_fraction = kwargs.get('asset_parameters_receiver_day_count_fraction') self.percent_mid_execution_quantity = kwargs.get('percent_mid_execution_quantity') self.delta_strike = kwargs.get('delta_strike') self.cloud_cover = kwargs.get('cloud_cover') self.asset_parameters_notional_currency = kwargs.get('asset_parameters_notional_currency') self.buy18bps = kwargs.get('buy18bps') self.value_actual = kwargs.get('value_actual') self.upi = kwargs.get('upi') self.collateral_currency = kwargs.get('collateral_currency') self.original_country = kwargs.get('original_country') self.field = kwargs.get('field') self.geographic_focus = kwargs.get('geographic_focus') self.days_open_realized_bps = kwargs.get('days_open_realized_bps') self.fx_risk_premium_index = kwargs.get('fx_risk_premium_index') self.skew = kwargs.get('skew') self.status = kwargs.get('status') self.notional_currency = kwargs.get('notional_currency') self.sustain_emerging_markets = kwargs.get('sustain_emerging_markets') self.event_date_time = kwargs.get('event_date_time') self.leg1_designated_maturity = kwargs.get('leg1_designated_maturity') self.total_price = kwargs.get('total_price') self.on_behalf_of = kwargs.get('on_behalf_of') self.test_type = kwargs.get('test_type') self.accrued_interest_standard = kwargs.get('accrued_interest_standard') self.future_month_z26 = kwargs.get('future_month_z26') self.future_month_z25 = kwargs.get('future_month_z25') self.ccg_code = kwargs.get('ccg_code') self.short_exposure = kwargs.get('short_exposure') self.leg1_fixed_payment_currency = kwargs.get('leg1_fixed_payment_currency') self.arrival_haircut_vwap = kwargs.get('arrival_haircut_vwap') self.execution_days = kwargs.get('execution_days') self.recall_due_date = kwargs.get('recall_due_date') self.forward = kwargs.get('forward') self.strike = kwargs.get('strike') self.spread_limit = kwargs.get('spread_limit') self.product_scope = kwargs.get('product_scope') self.asset_parameters_issuer_type = kwargs.get('asset_parameters_issuer_type') self.currency1 = kwargs.get('currency1') self.currency2 = kwargs.get('currency2') self.previous_close_realized_bps = kwargs.get('previous_close_realized_bps') self.days_since_reported = kwargs.get('days_since_reported') self.event_status = kwargs.get('event_status') self.vwap_in_limit = kwargs.get('vwap_in_limit') self.fwd_duration = kwargs.get('fwd_duration') self.__return = kwargs.get('return_') self.is_pair_basket = kwargs.get('is_pair_basket') self.notional_amount = kwargs.get('notional_amount') self.pay_or_receive = kwargs.get('pay_or_receive') self.total_severe = kwargs.get('total_severe') self.unexecuted_notional_usd = kwargs.get('unexecuted_notional_usd') self.expected_residual_percentage = kwargs.get('expected_residual_percentage') self.maturity_date = kwargs.get('maturity_date') self.trace_adv_sell = kwargs.get('trace_adv_sell') self.event_name = kwargs.get('event_name') self.address_line2 = kwargs.get('address_line2') self.indication_of_other_price_affecting_term = kwargs.get('indication_of_other_price_affecting_term') self.unadjusted_bid = kwargs.get('unadjusted_bid') self.backtest_type = kwargs.get('backtest_type') self.gsdeer = kwargs.get('gsdeer') self.asset_parameters_issuer = kwargs.get('asset_parameters_issuer') self.g_regional_percentile = kwargs.get('g_regional_percentile') self.coverage_checked = kwargs.get('coverage_checked') self.ois_xccy_ex_spike = kwargs.get('ois_xccy_ex_spike') self.total_risk = kwargs.get('total_risk') self.mnav = kwargs.get('mnav') self.market_volume = kwargs.get('market_volume') self.swap_annuity = kwargs.get('swap_annuity') self.par_asset_swap_spread = kwargs.get('par_asset_swap_spread') self.curr_yield7_day = kwargs.get('curr_yield7_day') self.pressure = kwargs.get('pressure') self.short_description = kwargs.get('short_description') self.future_month_z24 = kwargs.get('future_month_z24') self.feed = kwargs.get('feed') self.future_month_z23 = kwargs.get('future_month_z23') self.mkt_point1 = kwargs.get('mkt_point1') self.future_month_z22 = kwargs.get('future_month_z22') self.future_month_z21 = kwargs.get('future_month_z21') self.future_month_z20 = kwargs.get('future_month_z20') self.asset_parameters_commodity_sector = kwargs.get('asset_parameters_commodity_sector') self.price_notation2 = kwargs.get('price_notation2') self.market_buffer_threshold = kwargs.get('market_buffer_threshold') self.price_notation3 = kwargs.get('price_notation3') self.mkt_point3 = kwargs.get('mkt_point3') self.mkt_point2 = kwargs.get('mkt_point2') self.leg2_type = kwargs.get('leg2_type') self.mkt_point4 = kwargs.get('mkt_point4') self.degree_days_type = kwargs.get('degree_days_type') self.sentiment = kwargs.get('sentiment') self.investment_income = kwargs.get('investment_income') self.group_type = kwargs.get('group_type') self.forward_point_imm = kwargs.get('forward_point_imm') self.twap = kwargs.get('twap') self.client_short_name = kwargs.get('client_short_name') self.group_category = kwargs.get('group_category') self.bid_plus_ask = kwargs.get('bid_plus_ask') self.foreign_ccy_rate = kwargs.get('foreign_ccy_rate') self.election_odds = kwargs.get('election_odds') self.wind_direction_forecast = kwargs.get('wind_direction_forecast') self.require_anon_client_name = kwargs.get('require_anon_client_name') self.pricing_location = kwargs.get('pricing_location') self.beta = kwargs.get('beta') self.last_returns_end_date = kwargs.get('last_returns_end_date') self.upfront_payment_date = kwargs.get('upfront_payment_date') self.sell1point5bps = kwargs.get('sell1point5bps') self.long_exposure = kwargs.get('long_exposure') self.sell4point5bps = kwargs.get('sell4point5bps') self.tcm_cost_participation_rate20_pct = kwargs.get('tcm_cost_participation_rate20_pct') self.venue_type = kwargs.get('venue_type') self.multi_asset_class_swap = kwargs.get('multi_asset_class_swap') self.delta_change_id = kwargs.get('delta_change_id') self.implementation_id = kwargs.get('implementation_id') self.leg1_fixed_payment = kwargs.get('leg1_fixed_payment') self.es_numeric_score = kwargs.get('es_numeric_score') self.in_benchmark = kwargs.get('in_benchmark') self.action_sdr = kwargs.get('action_sdr') self.count_ideas_qtd = kwargs.get('count_ideas_qtd') self.knock_out_price = kwargs.get('knock_out_price') self.ctd_asset_id = kwargs.get('ctd_asset_id') self.buy10bps = kwargs.get('buy10bps') self.precipitation = kwargs.get('precipitation') self.value_type = kwargs.get('value_type') self.beta_adjusted_net_exposure = kwargs.get('beta_adjusted_net_exposure') self.estimated_rod_volume = kwargs.get('estimated_rod_volume') self.sell14bps = kwargs.get('sell14bps') self.excess_return_price = kwargs.get('excess_return_price') self.fx_pnl = kwargs.get('fx_pnl') self.asset_classifications_gics_industry_group = kwargs.get('asset_classifications_gics_industry_group') self.lending_sec_id = kwargs.get('lending_sec_id') self.dollar_duration = kwargs.get('dollar_duration') self.equity_theta = kwargs.get('equity_theta') self.dv01 = kwargs.get('dv01') self.start_date = kwargs.get('start_date') self.mixed_swap = kwargs.get('mixed_swap') self.swaption_premium = kwargs.get('swaption_premium') self.snowfall = kwargs.get('snowfall') self.liquidity_bucket_buy = kwargs.get('liquidity_bucket_buy') self.mic = kwargs.get('mic') self.latitude = kwargs.get('latitude') self.mid = kwargs.get('mid') self.implied_repo = kwargs.get('implied_repo') self.long = kwargs.get('long') self.first_execution_time = kwargs.get('first_execution_time') self.covered_bond = kwargs.get('covered_bond') self.region_code = kwargs.get('region_code') self.buy20cents = kwargs.get('buy20cents') self.long_weight = kwargs.get('long_weight') self.calculation_time = kwargs.get('calculation_time') self.liquidity_bucket_sell = kwargs.get('liquidity_bucket_sell') self.days_open_unrealized_cash = kwargs.get('days_open_unrealized_cash') self.temperature = kwargs.get('temperature') self.average_realized_variance = kwargs.get('average_realized_variance') self.rating_fitch = kwargs.get('rating_fitch') self.financial_returns_score = kwargs.get('financial_returns_score') self.year_or_quarter = kwargs.get('year_or_quarter') self.non_symbol_dimensions = kwargs.get('non_symbol_dimensions') self.commodities_forecast = kwargs.get('commodities_forecast') self.covid19_by_state = kwargs.get('covid19_by_state') self.percentage_expected_residual = kwargs.get('percentage_expected_residual') self.hospital_name = kwargs.get('hospital_name') self.buy90cents = kwargs.get('buy90cents') self.period_type = kwargs.get('period_type') self.asset_classifications_country_name = kwargs.get('asset_classifications_country_name') self.total_hospitalized = kwargs.get('total_hospitalized') self.pegged_refill_interval = kwargs.get('pegged_refill_interval') self.fatalities_probable = kwargs.get('fatalities_probable') self.administrative_region = kwargs.get('administrative_region') self.__open = kwargs.get('open_') self.cusip = kwargs.get('cusip') self.total_confirmed_by_state = kwargs.get('total_confirmed_by_state') self.idea_activity_time = kwargs.get('idea_activity_time') self.wind_attribute = kwargs.get('wind_attribute') self.spread_option_atm_fwd_rate = kwargs.get('spread_option_atm_fwd_rate') self.net_exposure = kwargs.get('net_exposure') self.is_legacy_pair_basket = kwargs.get('is_legacy_pair_basket') self.issuer_type = kwargs.get('issuer_type') self.buy70cents = kwargs.get('buy70cents') self.strike_reference = kwargs.get('strike_reference') self.asset_count = kwargs.get('asset_count') self.is_order_in_limit = kwargs.get('is_order_in_limit') self.fundamental_metric = kwargs.get('fundamental_metric') self.quote_status_id = kwargs.get('quote_status_id') self.absolute_value = kwargs.get('absolute_value') self.closing_report = kwargs.get('closing_report') self.previous_total_confirmed = kwargs.get('previous_total_confirmed') self.long_tenor = kwargs.get('long_tenor') self.multiplier = kwargs.get('multiplier') self.buy40cents = kwargs.get('buy40cents') self.asset_count_priced = kwargs.get('asset_count_priced') self.vote_direction = kwargs.get('vote_direction') self.implied_repo_rate = kwargs.get('implied_repo_rate') self.settlement_currency = kwargs.get('settlement_currency') self.wtd_degree_days_forecast = kwargs.get('wtd_degree_days_forecast') self.indication_of_collateralization = kwargs.get('indication_of_collateralization') self.future_month_n26 = kwargs.get('future_month_n26') self.lending_partner_fee = kwargs.get('lending_partner_fee') self.future_month_n25 = kwargs.get('future_month_n25') self.future_month_n24 = kwargs.get('future_month_n24') self.primary_vwap_realized_bps = kwargs.get('primary_vwap_realized_bps') self.future_month_n23 = kwargs.get('future_month_n23') self.future_month_n22 = kwargs.get('future_month_n22') self.future_month_n21 = kwargs.get('future_month_n21') self.break_even_inflation = kwargs.get('break_even_inflation') self.pnl_ytd = kwargs.get('pnl_ytd') self.leg1_return_type = kwargs.get('leg1_return_type') self.tenor2 = kwargs.get('tenor2') self.reset_frequency = kwargs.get('reset_frequency') self.asset_parameters_payer_frequency = kwargs.get('asset_parameters_payer_frequency') self.degree_days_forecast = kwargs.get('degree_days_forecast') self.is_manually_silenced = kwargs.get('is_manually_silenced') self.buy3bps = kwargs.get('buy3bps') self.last_updated_by_id = kwargs.get('last_updated_by_id') self.legal_entity_acct = kwargs.get('legal_entity_acct') self.target_shareholder_meeting_date = kwargs.get('target_shareholder_meeting_date') self.pace_of_rollp0 = kwargs.get('pace_of_rollp0') self.controversy_percentile = kwargs.get('controversy_percentile') self.leg1_notional_currency = kwargs.get('leg1_notional_currency') self.compliance_effective_time = kwargs.get('compliance_effective_time') self.expiration_date = kwargs.get('expiration_date') self.floating_rate_day_count_fraction = kwargs.get('floating_rate_day_count_fraction') self.call_last_date = kwargs.get('call_last_date') self.factor_return = kwargs.get('factor_return') self.passive_flow_ratio = kwargs.get('passive_flow_ratio') self.composite5_day_adv = kwargs.get('composite5_day_adv') self.marginal_contribution_to_risk = kwargs.get('marginal_contribution_to_risk') self.close_date = kwargs.get('close_date') self.temperature_hour_forecast = kwargs.get('temperature_hour_forecast') self.new_ideas_wtd = kwargs.get('new_ideas_wtd') self.asset_class_sdr = kwargs.get('asset_class_sdr') self.yield_to_worst = kwargs.get('yield_to_worst') self.closing_price = kwargs.get('closing_price') self.turnover_composite_adjusted = kwargs.get('turnover_composite_adjusted') self.comment = kwargs.get('comment') self.source_symbol = kwargs.get('source_symbol') self.ask_unadjusted = kwargs.get('ask_unadjusted') self.restrict_external_derived_data = kwargs.get('restrict_external_derived_data') self.ask_change = kwargs.get('ask_change') self.count_ideas_mtd = kwargs.get('count_ideas_mtd') self.end_date = kwargs.get('end_date') self.sunshine = kwargs.get('sunshine') self.contract_type = kwargs.get('contract_type') self.momentum_type = kwargs.get('momentum_type') self.specific_risk = kwargs.get('specific_risk') self.mdapi = kwargs.get('mdapi') self.payoff_qtd = kwargs.get('payoff_qtd') self.loss = kwargs.get('loss') self.midcurve_vol = kwargs.get('midcurve_vol') self.sell6bps = kwargs.get('sell6bps') self.trading_cost_pnl = kwargs.get('trading_cost_pnl') self.price_notation_type = kwargs.get('price_notation_type') self.price = kwargs.get('price') self.payment_quantity = kwargs.get('payment_quantity') self.redemption_date = kwargs.get('redemption_date') self.leg2_notional_currency = kwargs.get('leg2_notional_currency') self.sub_region = kwargs.get('sub_region') self.benchmark = kwargs.get('benchmark') self.tcm_cost_participation_rate15_pct = kwargs.get('tcm_cost_participation_rate15_pct') self.fiscal_year = kwargs.get('fiscal_year') self.recall_date = kwargs.get('recall_date') self.esg_metric_value = kwargs.get('esg_metric_value') self.internal = kwargs.get('internal') self.gender = kwargs.get('gender') self.asset_classifications_gics_industry = kwargs.get('asset_classifications_gics_industry') self.adjusted_bid_price = kwargs.get('adjusted_bid_price') self.low_unadjusted = kwargs.get('low_unadjusted') self.macs_secondary_asset_class = kwargs.get('macs_secondary_asset_class') self.confirmed_per_million = kwargs.get('confirmed_per_million') self.data_source_id = kwargs.get('data_source_id') self.integrated_score = kwargs.get('integrated_score') self.buy7bps = kwargs.get('buy7bps') self.arrival_mid_unrealized_cash = kwargs.get('arrival_mid_unrealized_cash') self.knock_in_price = kwargs.get('knock_in_price') self.event = kwargs.get('event') self.is_intraday_auction = kwargs.get('is_intraday_auction') self.location_name = kwargs.get('location_name') self.coupon = kwargs.get('coupon') self.percentage_auction_executed_quantity = kwargs.get('percentage_auction_executed_quantity') self.avg_yield7_day = kwargs.get('avg_yield7_day') self.original_dissemination_id = kwargs.get('original_dissemination_id') self.total_on_vent = kwargs.get('total_on_vent') self.twap_unrealized_cash = kwargs.get('twap_unrealized_cash') self.sts_credit_market = kwargs.get('sts_credit_market') self.ons_code = kwargs.get('ons_code') self.passive_touch_fills_percentage = kwargs.get('passive_touch_fills_percentage') self.seniority = kwargs.get('seniority') self.leg1_index = kwargs.get('leg1_index') self.high_unadjusted = kwargs.get('high_unadjusted') self.submission_event = kwargs.get('submission_event') self.tv_product_mnemonic = kwargs.get('tv_product_mnemonic') self.avg_trade_rate_label = kwargs.get('avg_trade_rate_label') self.last_activity_date = kwargs.get('last_activity_date') self.dissemination_time = kwargs.get('dissemination_time') self.price_to_cash = kwargs.get('price_to_cash') self.buy10cents = kwargs.get('buy10cents') self.nav_spread = kwargs.get('nav_spread') self.venue_mic = kwargs.get('venue_mic') self.dollar_total_return = kwargs.get('dollar_total_return') self.block_unit = kwargs.get('block_unit') self.mid_spread = kwargs.get('mid_spread') self.istat_province_code = kwargs.get('istat_province_code') self.total_recovered_by_state = kwargs.get('total_recovered_by_state') self.repurchase_rate = kwargs.get('repurchase_rate') self.data_source = kwargs.get('data_source') self.total_being_tested = kwargs.get('total_being_tested') self.cleared_or_bilateral = kwargs.get('cleared_or_bilateral') self.metric_name = kwargs.get('metric_name') self.ask_gspread = kwargs.get('ask_gspread') self.forecast_hour = kwargs.get('forecast_hour') self.leg2_payment_type = kwargs.get('leg2_payment_type') self.cal_spread_mis_pricing = kwargs.get('cal_spread_mis_pricing') self.total_tested_negative = kwargs.get('total_tested_negative') self.rate366 = kwargs.get('rate366') self.platform = kwargs.get('platform') self.rate365 = kwargs.get('rate365') self.fixed_rate_frequency = kwargs.get('fixed_rate_frequency') self.rate360 = kwargs.get('rate360') self.is_continuous = kwargs.get('is_continuous') self.value = kwargs.get('value') self.payer_designated_maturity = kwargs.get('payer_designated_maturity') self.product_type = kwargs.get('product_type') self.mdv22_day = kwargs.get('mdv22_day') self.twap_realized_bps = kwargs.get('twap_realized_bps') self.test_measure_label = kwargs.get('test_measure_label') self.quantity = kwargs.get('quantity') self.report_id = kwargs.get('report_id') self.index_weight = kwargs.get('index_weight') self.macs_primary_asset_class = kwargs.get('macs_primary_asset_class') self.trader = kwargs.get('trader') self.leg2_price_type = kwargs.get('leg2_price_type') self.total_active = kwargs.get('total_active') self.gsid2 = kwargs.get('gsid2') self.matched_maturity_ois_swap_spread = kwargs.get('matched_maturity_ois_swap_spread') self.valuation_date = kwargs.get('valuation_date') self.restrict_gs_federation = kwargs.get('restrict_gs_federation') self.position_source = kwargs.get('position_source') self.tcm_cost_horizon6_hour = kwargs.get('tcm_cost_horizon6_hour') self.buy200cents = kwargs.get('buy200cents') self.vwap_unrealized_bps = kwargs.get('vwap_unrealized_bps') self.price_to_book = kwargs.get('price_to_book') self.isin = kwargs.get('isin') self.pl_id = kwargs.get('pl_id') self.last_returns_start_date = kwargs.get('last_returns_start_date') self.collateral_value_variance = kwargs.get('collateral_value_variance') self.year = kwargs.get('year') self.forecast_period = kwargs.get('forecast_period') self.call_first_date = kwargs.get('call_first_date') self.data_set_ids = kwargs.get('data_set_ids') self.economic_terms_hash = kwargs.get('economic_terms_hash') self.num_beds = kwargs.get('num_beds') self.sell20bps = kwargs.get('sell20bps') self.client_type = kwargs.get('client_type') self.percentage_close_executed_quantity = kwargs.get('percentage_close_executed_quantity') self.macaulay_duration = kwargs.get('macaulay_duration') self.available_inventory = kwargs.get('available_inventory') self.est1_day_complete_pct = kwargs.get('est1_day_complete_pct') self.relative_hit_rate_ytd = kwargs.get('relative_hit_rate_ytd') self.created_by_id = kwargs.get('created_by_id') self.market_data_type = kwargs.get('market_data_type') self.real_short_rates_contribution = kwargs.get('real_short_rates_contribution') self.metric_category = kwargs.get('metric_category') self.annualized_carry = kwargs.get('annualized_carry') self.value_previous = kwargs.get('value_previous') self.transmission_classification = kwargs.get('transmission_classification') self.avg_trade_rate = kwargs.get('avg_trade_rate') self.short_level = kwargs.get('short_level') self.version = kwargs.get('version') self.category_type = kwargs.get('category_type') self.policy_rate_expectation = kwargs.get('policy_rate_expectation') self.upload_date = kwargs.get('upload_date') self.block_off_facility = kwargs.get('block_off_facility') self.unrealized_vwap_performance_usd = kwargs.get('unrealized_vwap_performance_usd') self.pace_of_rollp75 = kwargs.get('pace_of_rollp75') self.earnings_per_share_positive = kwargs.get('earnings_per_share_positive') self.num_icu_beds = kwargs.get('num_icu_beds') self.bucket_volume_in_percentage = kwargs.get('bucket_volume_in_percentage') self.estimated_trading_cost = kwargs.get('estimated_trading_cost') self.eid = kwargs.get('eid') self.relative_return_qtd = kwargs.get('relative_return_qtd') self.assessed_test_measure = kwargs.get('assessed_test_measure') self.mkt_quoting_style = kwargs.get('mkt_quoting_style') self.expiration_tenor = kwargs.get('expiration_tenor') self.price_limit = kwargs.get('price_limit') self.market_model_id = kwargs.get('market_model_id') self.receiver_frequency = kwargs.get('receiver_frequency') self.realized_correlation = kwargs.get('realized_correlation') self.issue_status = kwargs.get('issue_status') self.collateral_value_actual = kwargs.get('collateral_value_actual') self.atm_fwd_rate = kwargs.get('atm_fwd_rate') self.tcm_cost_participation_rate75_pct = kwargs.get('tcm_cost_participation_rate75_pct') self.close = kwargs.get('close') self.es_product_impact_score = kwargs.get('es_product_impact_score') self.equity_vega = kwargs.get('equity_vega') self.executed_fill_quantity = kwargs.get('executed_fill_quantity') self.lender_payment = kwargs.get('lender_payment') self.five_day_move = kwargs.get('five_day_move') self.value_format = kwargs.get('value_format') self.wind_chill_forecast = kwargs.get('wind_chill_forecast') self.target_notional = kwargs.get('target_notional') self.fill_leg_id = kwargs.get('fill_leg_id') self.rationale = kwargs.get('rationale') self.realized_twap_performance_bps = kwargs.get('realized_twap_performance_bps') self.last_updated_since = kwargs.get('last_updated_since') self.total_tests = kwargs.get('total_tests') self.equities_contribution = kwargs.get('equities_contribution') self.simon_id = kwargs.get('simon_id') self.congestion = kwargs.get('congestion') self.notes = kwargs.get('notes') self.total_probable_senior_home = kwargs.get('total_probable_senior_home') self.event_category = kwargs.get('event_category') self.average_fill_rate = kwargs.get('average_fill_rate') self.unadjusted_open = kwargs.get('unadjusted_open') self.criticality = kwargs.get('criticality') self.bid_ask_spread = kwargs.get('bid_ask_spread') self.arrival_mid_unrealized_bps = kwargs.get('arrival_mid_unrealized_bps') self.option_type = kwargs.get('option_type') self.termination_date = kwargs.get('termination_date') self.queries_per_second = kwargs.get('queries_per_second') self.liquidity_type = kwargs.get('liquidity_type') self.credit_limit = kwargs.get('credit_limit') self.rank_qtd = kwargs.get('rank_qtd') self.combined_key = kwargs.get('combined_key') self.gir_fx_forecast = kwargs.get('gir_fx_forecast') self.effective_tenor = kwargs.get('effective_tenor') self.gir_commodities_forecast = kwargs.get('gir_commodities_forecast') self.relative_humidity_daily_forecast = kwargs.get('relative_humidity_daily_forecast') self.std30_days_subsidized_yield = kwargs.get('std30_days_subsidized_yield') self.annualized_tracking_error = kwargs.get('annualized_tracking_error') self.future_month_f26 = kwargs.get('future_month_f26') self.future_month_f25 = kwargs.get('future_month_f25') self.vol_swap = kwargs.get('vol_swap') self.future_month_f24 = kwargs.get('future_month_f24') self.heat_index_daily_forecast = kwargs.get('heat_index_daily_forecast') self.future_month_f23 = kwargs.get('future_month_f23') self.real_fci = kwargs.get('real_fci') self.block_trades_and_large_notional_off_facility_swaps = kwargs.get( 'block_trades_and_large_notional_off_facility_swaps') self.future_month_f22 = kwargs.get('future_month_f22') self.buy1point5bps = kwargs.get('buy1point5bps') self.future_month_f21 = kwargs.get('future_month_f21') self.expiration_settlement_date = kwargs.get('expiration_settlement_date') self.absolute_return_qtd = kwargs.get('absolute_return_qtd') self.gross_exposure = kwargs.get('gross_exposure') self.volume = kwargs.get('volume') self.adv = kwargs.get('adv') self.short_conviction_medium = kwargs.get('short_conviction_medium') self.complete_test_measure = kwargs.get('complete_test_measure') self.exchange = kwargs.get('exchange') self.es_policy_score = kwargs.get('es_policy_score') self.roll_volume_std = kwargs.get('roll_volume_std') self.temperature_daily_forecast = kwargs.get('temperature_daily_forecast') self.relative_payoff_qtd = kwargs.get('relative_payoff_qtd') self.on_loan_percentage = kwargs.get('on_loan_percentage') self.twap_remaining_slices = kwargs.get('twap_remaining_slices') self.fair_variance = kwargs.get('fair_variance') self.hit_rate_wtd = kwargs.get('hit_rate_wtd') self.previous_close_realized_cash = kwargs.get('previous_close_realized_cash') self.realized_volatility = kwargs.get('realized_volatility') self.unexecuted_quantity = kwargs.get('unexecuted_quantity') self.proceeds_asset_swap_spread1m = kwargs.get('proceeds_asset_swap_spread1m') self.clone_parent_id = kwargs.get('clone_parent_id') self.wind_speed_hourly_forecast = kwargs.get('wind_speed_hourly_forecast') self.etf_flow_ratio = kwargs.get('etf_flow_ratio') self.asset_parameters_receiver_rate_option = kwargs.get('asset_parameters_receiver_rate_option') self.buy60cents = kwargs.get('buy60cents') self.security_sub_type_id = kwargs.get('security_sub_type_id') self.message = kwargs.get('message') self.sts_rates_country = kwargs.get('sts_rates_country') self.sell65cents = kwargs.get('sell65cents') self.horizon = kwargs.get('horizon') self.would_if_good_level = kwargs.get('would_if_good_level') self.buffer_threshold_required = kwargs.get('buffer_threshold_required') self.face_value = kwargs.get('face_value') self.roll_volume_hist = kwargs.get('roll_volume_hist') self.counter_party_status = kwargs.get('counter_party_status') self.composite22_day_adv = kwargs.get('composite22_day_adv') self.percentage_far_executed_quantity = kwargs.get('percentage_far_executed_quantity') self.loan_spread_required = kwargs.get('loan_spread_required') self.asset_class = kwargs.get('asset_class') self.sovereign_spread_contribution = kwargs.get('sovereign_spread_contribution') self.ric = kwargs.get('ric') self.bucket_end_time = kwargs.get('bucket_end_time') self.rate_type = kwargs.get('rate_type') self.total_fatalities_senior_home = kwargs.get('total_fatalities_senior_home') self.loan_status = kwargs.get('loan_status') self.short_weight = kwargs.get('short_weight') self.geography_id = kwargs.get('geography_id') self.sell7point5bps = kwargs.get('sell7point5bps') self.nav = kwargs.get('nav') self.fiscal_quarter = kwargs.get('fiscal_quarter') self.version_string = kwargs.get('version_string') self.payoff_ytd = kwargs.get('payoff_ytd') self.market_impact = kwargs.get('market_impact') self.event_type = kwargs.get('event_type') self.fill_price = kwargs.get('fill_price') self.asset_count_long = kwargs.get('asset_count_long') self.sell180cents = kwargs.get('sell180cents') self.spot = kwargs.get('spot') self.application_id = kwargs.get('application_id') self.indicative_close_price = kwargs.get('indicative_close_price') self.swap_spread = kwargs.get('swap_spread') self.trading_restriction = kwargs.get('trading_restriction') self.asset_parameters_pay_or_receive = kwargs.get('asset_parameters_pay_or_receive') self.price_spot_entry_unit = kwargs.get('price_spot_entry_unit') self.unrealized_arrival_performance_bps = kwargs.get('unrealized_arrival_performance_bps') self.city = kwargs.get('city') self.pnl_wtd = kwargs.get('pnl_wtd') self.covariance = kwargs.get('covariance') self.bucket_volume_in_shares = kwargs.get('bucket_volume_in_shares') self.commodity_forecast = kwargs.get('commodity_forecast') self.valid = kwargs.get('valid') self.sts_commodity = kwargs.get('sts_commodity') self.initial_pricing_date = kwargs.get('initial_pricing_date') self.indication_of_end_user_exception = kwargs.get('indication_of_end_user_exception') self.wind_direction_hourly_forecast = kwargs.get('wind_direction_hourly_forecast') self.es_score = kwargs.get('es_score') self.__yield = kwargs.get('yield_') self.fatalities_underlying_conditions_present = kwargs.get('fatalities_underlying_conditions_present') self.price_range_in_ticks = kwargs.get('price_range_in_ticks') self.pace_of_rollp25 = kwargs.get('pace_of_rollp25') self.day_close_realized_usd = kwargs.get('day_close_realized_usd') self.pct_change = kwargs.get('pct_change') self.brightness_type = kwargs.get('brightness_type') self.future_month3_m = kwargs.get('future_month3_m') self.number_of_rolls = kwargs.get('number_of_rolls') self.iso_country_code_numeric = kwargs.get('iso_country_code_numeric') self.price_type = kwargs.get('price_type') self.realized_vwap_performance_usd = kwargs.get('realized_vwap_performance_usd') self.fuel_type = kwargs.get('fuel_type') self.bbid = kwargs.get('bbid') self.vega_notional_amount = kwargs.get('vega_notional_amount') self.fatalities_underlying_conditions_absent = kwargs.get('fatalities_underlying_conditions_absent') self.effective_date = kwargs.get('effective_date') self.capped = kwargs.get('capped') self.rating = kwargs.get('rating') self.option_currency = kwargs.get('option_currency') self.is_close_auction = kwargs.get('is_close_auction') self.volatility = kwargs.get('volatility') self.avg_vent_util = kwargs.get('avg_vent_util') self.underlying_asset_ids = kwargs.get('underlying_asset_ids') self.buy6point5bps = kwargs.get('buy6point5bps') self.vwap_in_limit_realized_cash = kwargs.get('vwap_in_limit_realized_cash') self.estimated_closing_auction_volume = kwargs.get('estimated_closing_auction_volume') self.sell2bps = kwargs.get('sell2bps') self.annual_risk = kwargs.get('annual_risk') self.eti = kwargs.get('eti') self.vwap_in_limit_realized_bps = kwargs.get('vwap_in_limit_realized_bps') self.rank_mtd = kwargs.get('rank_mtd') self.market_buffer = kwargs.get('market_buffer') self.future_month_j24 = kwargs.get('future_month_j24') self.last_uploaded_time = kwargs.get('last_uploaded_time') self.future_month_j23 = kwargs.get('future_month_j23') self.oe_id = kwargs.get('oe_id') self.future_month_j22 = kwargs.get('future_month_j22') self.future_month_j21 = kwargs.get('future_month_j21') self.bbid_equivalent = kwargs.get('bbid_equivalent') self.init_buffer_threshold_required = kwargs.get('init_buffer_threshold_required') self.leg2_designated_maturity = kwargs.get('leg2_designated_maturity') self.matched_maturity_ois_swap_rate = kwargs.get('matched_maturity_ois_swap_rate') self.fair_price = kwargs.get('fair_price') self.participation_rate_in_limit = kwargs.get('participation_rate_in_limit') self.ext_mkt_class = kwargs.get('ext_mkt_class') self.price_currency = kwargs.get('price_currency') self.failed_count = kwargs.get('failed_count') self.leg1_index_location = kwargs.get('leg1_index_location') self.supra_strategy = kwargs.get('supra_strategy') self.day_count_convention = kwargs.get('day_count_convention') self.rounded_notional_amount1 = kwargs.get('rounded_notional_amount1') self.rounded_notional_amount2 = kwargs.get('rounded_notional_amount2') self.factor_source = kwargs.get('factor_source') self.future_month_j26 = kwargs.get('future_month_j26') self.lending_sec_type = kwargs.get('lending_sec_type') self.future_month_j25 = kwargs.get('future_month_j25') self.leverage = kwargs.get('leverage') self.forecast_day = kwargs.get('forecast_day') self.option_family = kwargs.get('option_family') self.generator_output = kwargs.get('generator_output') self.price_spot_stop_loss_value = kwargs.get('price_spot_stop_loss_value') self.kpi_id = kwargs.get('kpi_id') self.wind_generation = kwargs.get('wind_generation') self.percentage_mid_executed_quantity = kwargs.get('percentage_mid_executed_quantity') self.borrow_cost = kwargs.get('borrow_cost') self.knock_out_direction = kwargs.get('knock_out_direction') self.risk_model = kwargs.get('risk_model') self.asset_parameters_vendor = kwargs.get('asset_parameters_vendor') self.fair_value = kwargs.get('fair_value') self.open_time = kwargs.get('open_time') self.pressure_hourly_forecast = kwargs.get('pressure_hourly_forecast') self.local_ccy_rate = kwargs.get('local_ccy_rate') self.end_user_exception = kwargs.get('end_user_exception') self.sell90cents = kwargs.get('sell90cents') self.execution_venue = kwargs.get('execution_venue') self.primary_vwap_in_limit_realized_bps = kwargs.get('primary_vwap_in_limit_realized_bps') self.approve_rebalance = kwargs.get('approve_rebalance') self.adjusted_close_price = kwargs.get('adjusted_close_price') self.lms_id = kwargs.get('lms_id') self.rebate_rate = kwargs.get('rebate_rate') self.sell130cents = kwargs.get('sell130cents') self.sell32bps = kwargs.get('sell32bps') self.pace_of_rollp50 = kwargs.get('pace_of_rollp50') self.price_move_vs_arrival = kwargs.get('price_move_vs_arrival') self.strike_relative = kwargs.get('strike_relative') self.pressure_type = kwargs.get('pressure_type') self.buy40bps = kwargs.get('buy40bps') self.price_notation = kwargs.get('price_notation') self.strategy = kwargs.get('strategy') self.issue_status_date = kwargs.get('issue_status_date') self.lender_income = kwargs.get('lender_income') self.pb_client_id = kwargs.get('pb_client_id') self.istat_region_code = kwargs.get('istat_region_code') self.sell9bps = kwargs.get('sell9bps') self.owner_id = kwargs.get('owner_id') self.composite10_day_adv = kwargs.get('composite10_day_adv') self.max_loan_balance = kwargs.get('max_loan_balance') self.idea_activity_type = kwargs.get('idea_activity_type') self.sell60cents = kwargs.get('sell60cents') self.idea_source = kwargs.get('idea_source') self.ever_on_vent = kwargs.get('ever_on_vent') self.buy15cents = kwargs.get('buy15cents') self.unadjusted_ask = kwargs.get('unadjusted_ask') self.contribution_name = kwargs.get('contribution_name') self.given_plus_paid = kwargs.get('given_plus_paid') self.last_fill_price = kwargs.get('last_fill_price') self.short_conviction_small = kwargs.get('short_conviction_small') self.upfront_payment_currency = kwargs.get('upfront_payment_currency') self.spot_settlement_date = kwargs.get('spot_settlement_date') self.matrix_order = kwargs.get('matrix_order') self.date_index = kwargs.get('date_index') self.payer_day_count_fraction = kwargs.get('payer_day_count_fraction') self.asset_classifications_is_primary = kwargs.get('asset_classifications_is_primary') self.break_even_inflation_change = kwargs.get('break_even_inflation_change') self.buy130cents = kwargs.get('buy130cents') self.dwi_contribution = kwargs.get('dwi_contribution') self.asset2_id = kwargs.get('asset2_id') self.average_fill_price = kwargs.get('average_fill_price') self.depth_spread_score = kwargs.get('depth_spread_score') self.sell10cents = kwargs.get('sell10cents') self.sub_account = kwargs.get('sub_account') self.buy65cents = kwargs.get('buy65cents') self.bond_cds_basis = kwargs.get('bond_cds_basis') self.vendor = kwargs.get('vendor') self.data_set = kwargs.get('data_set') self.notional_amount2 = kwargs.get('notional_amount2') self.notional_amount1 = kwargs.get('notional_amount1') self.queueing_time = kwargs.get('queueing_time') self.ann_return5_year = kwargs.get('ann_return5_year') self.volume_start_of_day = kwargs.get('volume_start_of_day') self.price_notation3_type = kwargs.get('price_notation3_type') self.asset_parameters_floating_rate_designated_maturity = kwargs.get( 'asset_parameters_floating_rate_designated_maturity') self.executed_notional_local = kwargs.get('executed_notional_local') self.business_sponsor = kwargs.get('business_sponsor') self.unexplained = kwargs.get('unexplained') self.seasonal_adjustment_short = kwargs.get('seasonal_adjustment_short') self.metric = kwargs.get('metric') self.ask = kwargs.get('ask') self.close_price = kwargs.get('close_price') self.end_time = kwargs.get('end_time') self.sell100cents = kwargs.get('sell100cents') self.execution_timestamp = kwargs.get('execution_timestamp') self.buy180cents = kwargs.get('buy180cents') self.absolute_strike = kwargs.get('absolute_strike') self.sell3point5bps = kwargs.get('sell3point5bps') self.liquidity_score_buy = kwargs.get('liquidity_score_buy') self.payment_frequency = kwargs.get('payment_frequency') self.expense_ratio_net_bps = kwargs.get('expense_ratio_net_bps') self.metric_type = kwargs.get('metric_type') self.rank_ytd = kwargs.get('rank_ytd') self.leg1_spread = kwargs.get('leg1_spread') self.coverage_region = kwargs.get('coverage_region') self.absolute_return_ytd = kwargs.get('absolute_return_ytd') self.day_count_convention2 = kwargs.get('day_count_convention2') self.fwdtier = kwargs.get('fwdtier') self.degree_days = kwargs.get('degree_days') self.turnover_adjusted = kwargs.get('turnover_adjusted') self.price_spot_target_value = kwargs.get('price_spot_target_value') self.market_data_point = kwargs.get('market_data_point') self.num_of_funds = kwargs.get('num_of_funds') self.trade_time = kwargs.get('trade_time') self.execution_id = kwargs.get('execution_id') self.turnover_unadjusted = kwargs.get('turnover_unadjusted') self.leg1_floating_index = kwargs.get('leg1_floating_index') self.hedge_annualized_volatility = kwargs.get('hedge_annualized_volatility') self.benchmark_currency = kwargs.get('benchmark_currency') self.futures_contract = kwargs.get('futures_contract') self.name = kwargs.get('name') self.aum = kwargs.get('aum') self.leg1_day_count_convention = kwargs.get('leg1_day_count_convention') self.cbs_code = kwargs.get('cbs_code') self.folder_name = kwargs.get('folder_name') self.api_usage = kwargs.get('api_usage') self.twap_interval = kwargs.get('twap_interval') self.unique_id = kwargs.get('unique_id') self.option_expiration_date = kwargs.get('option_expiration_date') self.swaption_atm_fwd_rate = kwargs.get('swaption_atm_fwd_rate') self.live_date = kwargs.get('live_date') self.corporate_action_type = kwargs.get('corporate_action_type') self.prime_id = kwargs.get('prime_id') self.description = kwargs.get('description') self.asset_classifications_is_country_primary = kwargs.get('asset_classifications_is_country_primary') self.rebate_rate_limit = kwargs.get('rebate_rate_limit') self.factor = kwargs.get('factor') self.days_on_loan = kwargs.get('days_on_loan') self.long_conviction_small = kwargs.get('long_conviction_small') self.sell40cents = kwargs.get('sell40cents') self.relative_payoff_ytd = kwargs.get('relative_payoff_ytd') self.gsfeer = kwargs.get('gsfeer') self.relative_hit_rate_qtd = kwargs.get('relative_hit_rate_qtd') self.wam = kwargs.get('wam') self.wal = kwargs.get('wal') self.quantityccy = kwargs.get('quantityccy') self.backtest_id = kwargs.get('backtest_id') self.dirty_price = kwargs.get('dirty_price') self.corporate_spread_contribution = kwargs.get('corporate_spread_contribution') self.relative_humidity_hourly_forecast = kwargs.get('relative_humidity_hourly_forecast') self.multiple_score = kwargs.get('multiple_score') self.beta_adjusted_exposure = kwargs.get('beta_adjusted_exposure') self.dividend_points = kwargs.get('dividend_points') self.brightness = kwargs.get('brightness') self.asset_parameters_receiver_designated_maturity = kwargs.get( 'asset_parameters_receiver_designated_maturity') self.bos_in_ticks_description = kwargs.get('bos_in_ticks_description') self.test_id = kwargs.get('test_id') self.implied_correlation = kwargs.get('implied_correlation') self.normalized_performance = kwargs.get('normalized_performance') self.overnight_news_end_time = kwargs.get('overnight_news_end_time') self.bytes_consumed = kwargs.get('bytes_consumed') self.swaption_vol = kwargs.get('swaption_vol') self.estimated_closing_volume = kwargs.get('estimated_closing_volume') self.issuer = kwargs.get('issuer') self.dividend_yield = kwargs.get('dividend_yield') self.market_type = kwargs.get('market_type') self.num_units_lower = kwargs.get('num_units_lower') self.source_origin = kwargs.get('source_origin') self.proceeds_asset_swap_spread3m = kwargs.get('proceeds_asset_swap_spread3m') self.total_quantity = kwargs.get('total_quantity') self.internal_user = kwargs.get('internal_user') self.sell40bps = kwargs.get('sell40bps') self.redemption_option = kwargs.get('redemption_option') self.notional_unit2 = kwargs.get('notional_unit2') self.notional_unit1 = kwargs.get('notional_unit1') self.sedol = kwargs.get('sedol') self.rounding_cost_pnl = kwargs.get('rounding_cost_pnl') self.mid_yield = kwargs.get('mid_yield') self.unexecuted_notional_local = kwargs.get('unexecuted_notional_local') self.sustain_global = kwargs.get('sustain_global') self.ending_date = kwargs.get('ending_date') self.proceeds_asset_swap_spread12m = kwargs.get('proceeds_asset_swap_spread12m') self.gross_investment_wtd = kwargs.get('gross_investment_wtd') self.ann_return3_year = kwargs.get('ann_return3_year') self.sharpe_wtd = kwargs.get('sharpe_wtd') self.discount_factor = kwargs.get('discount_factor') self.relative_return_mtd = kwargs.get('relative_return_mtd') self.price_change_on_day = kwargs.get('price_change_on_day') self.buy100cents = kwargs.get('buy100cents') self.forward_point = kwargs.get('forward_point') self.fci = kwargs.get('fci') self.recall_quantity = kwargs.get('recall_quantity') self.fx_positioning = kwargs.get('fx_positioning') self.gsid_equivalent = kwargs.get('gsid_equivalent') self.categories = kwargs.get('categories') self.ext_mkt_asset = kwargs.get('ext_mkt_asset') self.quoting_style = kwargs.get('quoting_style') self.error_message = kwargs.get('error_message') self.mid_price = kwargs.get('mid_price') self.proceeds_asset_swap_spread6m = kwargs.get('proceeds_asset_swap_spread6m') self.sts_em_dm = kwargs.get('sts_em_dm') self.embedded_option = kwargs.get('embedded_option') self.tcm_cost_horizon2_day = kwargs.get('tcm_cost_horizon2_day') self.age_band = kwargs.get('age_band') self.returns_enabled = kwargs.get('returns_enabled') self.run_id = kwargs.get('run_id') self.queue_in_lots = kwargs.get('queue_in_lots') self.tender_offer_expiration_date = kwargs.get('tender_offer_expiration_date') self.midcurve_annuity = kwargs.get('midcurve_annuity') self.lending_fund_nav_trend = kwargs.get('lending_fund_nav_trend') self.cloud_cover_forecast = kwargs.get('cloud_cover_forecast') self.tcm_cost_participation_rate5_pct = kwargs.get('tcm_cost_participation_rate5_pct') self.default_backcast = kwargs.get('default_backcast') self.news_on_intensity = kwargs.get('news_on_intensity') self.price_forming_continuation_data = kwargs.get('price_forming_continuation_data') self.adjusted_short_interest = kwargs.get('adjusted_short_interest') self.new_hospitalized = kwargs.get('new_hospitalized') self.asset_parameters_strike = kwargs.get('asset_parameters_strike') self.buy35cents = kwargs.get('buy35cents') self.leg2_total_notional = kwargs.get('leg2_total_notional') self.asset_parameters_effective_date = kwargs.get('asset_parameters_effective_date') self.ann_return10_year = kwargs.get('ann_return10_year') self.num_adult_icu_beds = kwargs.get('num_adult_icu_beds') self.days_to_expiration = kwargs.get('days_to_expiration') self.continuation_event = kwargs.get('continuation_event') self.wi_id = kwargs.get('wi_id') self.market_cap_category = kwargs.get('market_cap_category') self.historical_volume = kwargs.get('historical_volume') self.buy5cents = kwargs.get('buy5cents') self.event_start_date = kwargs.get('event_start_date') self.leg1_fixed_rate = kwargs.get('leg1_fixed_rate') self.equity_gamma = kwargs.get('equity_gamma') self.rpt_id = kwargs.get('rpt_id') self.gross_income = kwargs.get('gross_income') self.em_id = kwargs.get('em_id') self.asset_count_in_model = kwargs.get('asset_count_in_model') self.sts_credit_region = kwargs.get('sts_credit_region') self.min_temperature = kwargs.get('min_temperature') self.bucket_start_time = kwargs.get('bucket_start_time') self.fill_type = kwargs.get('fill_type') self.close_time = kwargs.get('close_time') self.fail_pct = kwargs.get('fail_pct') self.iso_country_code_alpha2 = kwargs.get('iso_country_code_alpha2') self.iso_country_code_alpha3 = kwargs.get('iso_country_code_alpha3') self.amount = kwargs.get('amount') self.lending_fund_acct = kwargs.get('lending_fund_acct') self.rebate = kwargs.get('rebate') self.election_type = kwargs.get('election_type') self.relative_hit_rate_mtd = kwargs.get('relative_hit_rate_mtd') self.implied_volatility = kwargs.get('implied_volatility') self.spread = kwargs.get('spread') self.variance = kwargs.get('variance') self.wtd_degree_days_daily_forecast = kwargs.get('wtd_degree_days_daily_forecast') self.swaption_annuity = kwargs.get('swaption_annuity') self.buy6bps = kwargs.get('buy6bps') self.g10_currency = kwargs.get('g10_currency') self.humidity_forecast = kwargs.get('humidity_forecast') self.relative_period = kwargs.get('relative_period') self.user = kwargs.get('user') self.customer = kwargs.get('customer') self.leg1_reset_frequency = kwargs.get('leg1_reset_frequency') self.queue_clock_time_label = kwargs.get('queue_clock_time_label') self.pace_of_rollp100 = kwargs.get('pace_of_rollp100') self.asset_classifications_gics_sub_industry = kwargs.get('asset_classifications_gics_sub_industry') self.dew_point_hourly_forecast = kwargs.get('dew_point_hourly_forecast') self.location_type = kwargs.get('location_type') self.facet_divisional_reporting_group_id = kwargs.get('facet_divisional_reporting_group_id') self.realized_twap_performance_usd = kwargs.get('realized_twap_performance_usd') self.swap_rate = kwargs.get('swap_rate') self.algo_execution_style = kwargs.get('algo_execution_style') self.client_contact = kwargs.get('client_contact') self.min_temperature_hour = kwargs.get('min_temperature_hour') self.trading_currency = kwargs.get('trading_currency') self.total_by_onset = kwargs.get('total_by_onset') self.agency_swap_spread = kwargs.get('agency_swap_spread') self.rank = kwargs.get('rank') self.mixed_swap_other_reported_sdr = kwargs.get('mixed_swap_other_reported_sdr') self.humidity = kwargs.get('humidity') self.data_set_category = kwargs.get('data_set_category') self.vwap_realized_bps = kwargs.get('vwap_realized_bps') self.buy9bps = kwargs.get('buy9bps') self.total_tested = kwargs.get('total_tested') self.fatalities_confirmed = kwargs.get('fatalities_confirmed') self.universe_id1 = kwargs.get('universe_id1') self.asset_parameters_payer_day_count_fraction = kwargs.get('asset_parameters_payer_day_count_fraction') self.universe_id2 = kwargs.get('universe_id2') self.bid_low = kwargs.get('bid_low') self.bucketize_price = kwargs.get('bucketize_price') self.fair_variance_volatility = kwargs.get('fair_variance_volatility') self.covid19 = kwargs.get('covid19') self.client_exposure = kwargs.get('client_exposure') self.leg2_total_notional_unit = kwargs.get('leg2_total_notional_unit') self.sell45cents = kwargs.get('sell45cents') self.gs_sustain_sub_sector = kwargs.get('gs_sustain_sub_sector') self.sinkable = kwargs.get('sinkable') self.is_real = kwargs.get('is_real') self.max_temperature_hour = kwargs.get('max_temperature_hour') self.leg2_averaging_method = kwargs.get('leg2_averaging_method') self.jsn = kwargs.get('jsn') self.sell160cents = kwargs.get('sell160cents') self.knock_in_direction = kwargs.get('knock_in_direction') self.day_close_unrealized_usd = kwargs.get('day_close_unrealized_usd') self.tenor = kwargs.get('tenor') self.pricing_convention = kwargs.get('pricing_convention') self.popularity = kwargs.get('popularity') self.floating_rate_option = kwargs.get('floating_rate_option') self.hedge_value_type = kwargs.get('hedge_value_type') self.asset_parameters_clearing_house = kwargs.get('asset_parameters_clearing_house') self.disclaimer = kwargs.get('disclaimer') self.payer_frequency = kwargs.get('payer_frequency') self.loan_fee = kwargs.get('loan_fee') self.deployment_version = kwargs.get('deployment_version') self.buy16bps = kwargs.get('buy16bps') self.trade_day_count = kwargs.get('trade_day_count') self.price_to_sales = kwargs.get('price_to_sales') self.new_ideas_qtd = kwargs.get('new_ideas_qtd') self.subdivision_name = kwargs.get('subdivision_name') self.adjusted_ask_price = kwargs.get('adjusted_ask_price') self.factor_universe = kwargs.get('factor_universe') self.arrival_rt = kwargs.get('arrival_rt') self.internal_index_calc_agent = kwargs.get('internal_index_calc_agent') self.excess_margin_value = kwargs.get('excess_margin_value') self.transaction_cost = kwargs.get('transaction_cost') self.central_bank_swap_rate = kwargs.get('central_bank_swap_rate') self.previous_new_confirmed = kwargs.get('previous_new_confirmed') self.unrealized_vwap_performance_bps = kwargs.get('unrealized_vwap_performance_bps') self.degree_days_daily_forecast = kwargs.get('degree_days_daily_forecast') self.position_amount = kwargs.get('position_amount') self.heat_index_hourly_forecast = kwargs.get('heat_index_hourly_forecast') self.ma_rank = kwargs.get('ma_rank') self.fx_positioning_source = kwargs.get('fx_positioning_source') self.event_start_date_time = kwargs.get('event_start_date_time') self.implied_volatility_by_delta_strike = kwargs.get('implied_volatility_by_delta_strike') self.mq_symbol = kwargs.get('mq_symbol') self.num_total_units = kwargs.get('num_total_units') self.corporate_action = kwargs.get('corporate_action') self.leg1_price_type = kwargs.get('leg1_price_type') self.asset_parameters_payer_rate_option = kwargs.get('asset_parameters_payer_rate_option') self.sell20cents = kwargs.get('sell20cents') self.leg2_fixed_payment_currency = kwargs.get('leg2_fixed_payment_currency') self.g_regional_score = kwargs.get('g_regional_score') self.hard_to_borrow = kwargs.get('hard_to_borrow') self.sell5bps = kwargs.get('sell5bps') self.roll_vwap = kwargs.get('roll_vwap') self.wpk = kwargs.get('wpk') self.bespoke_swap = kwargs.get('bespoke_swap') self.asset_parameters_expiration_date = kwargs.get('asset_parameters_expiration_date') self.country_name = kwargs.get('country_name') self.carry = kwargs.get('carry') self.starting_date = kwargs.get('starting_date') self.loan_id = kwargs.get('loan_id') self.onboarded = kwargs.get('onboarded') self.liquidity_score = kwargs.get('liquidity_score') self.long_rates_contribution = kwargs.get('long_rates_contribution') self.source_date_span = kwargs.get('source_date_span') self.ann_yield6_month = kwargs.get('ann_yield6_month') self.underlying_data_set_id = kwargs.get('underlying_data_set_id') self.close_unadjusted = kwargs.get('close_unadjusted') self.value_unit = kwargs.get('value_unit') self.quantity_unit = kwargs.get('quantity_unit') self.adjusted_low_price = kwargs.get('adjusted_low_price') self.is_momentum = kwargs.get('is_momentum') self.long_conviction_large = kwargs.get('long_conviction_large') self.oad = kwargs.get('oad') self.rate = kwargs.get('rate') self.coupon_type = kwargs.get('coupon_type') self.client = kwargs.get('client') self.conviction_list = kwargs.get('conviction_list') self.passive_etf_ratio = kwargs.get('passive_etf_ratio') self.future_month_g26 = kwargs.get('future_month_g26') self.future_month_g25 = kwargs.get('future_month_g25') self.future_month_g24 = kwargs.get('future_month_g24') self.future_month_g23 = kwargs.get('future_month_g23') self.type_of_return = kwargs.get('type_of_return') self.future_month_g22 = kwargs.get('future_month_g22') self.servicing_cost_long_pnl = kwargs.get('servicing_cost_long_pnl') self.excess_margin_percentage = kwargs.get('excess_margin_percentage') self.future_month_g21 = kwargs.get('future_month_g21') self.total_mild = kwargs.get('total_mild') self.realized_arrival_performance_bps = kwargs.get('realized_arrival_performance_bps') self.precipitation_daily_forecast_inches = kwargs.get('precipitation_daily_forecast_inches') self.exchange_id = kwargs.get('exchange_id') self.leg2_fixed_payment = kwargs.get('leg2_fixed_payment') self.tcm_cost_horizon20_day = kwargs.get('tcm_cost_horizon20_day') self.realm = kwargs.get('realm') self.bid = kwargs.get('bid') self.hedge_value = kwargs.get('hedge_value') self.order_start_time = kwargs.get('order_start_time') self.is_aggressive = kwargs.get('is_aggressive') self.floating_rate_designated_maturity = kwargs.get('floating_rate_designated_maturity') self.percentage_near_executed_quantity = kwargs.get('percentage_near_executed_quantity') self.order_id = kwargs.get('order_id') self.hospital_type = kwargs.get('hospital_type') self.day_close_realized_bps = kwargs.get('day_close_realized_bps') self.precipitation_hourly_forecast = kwargs.get('precipitation_hourly_forecast') self.market_cap_usd = kwargs.get('market_cap_usd') self.auction_fills_percentage = kwargs.get('auction_fills_percentage') self.high_price = kwargs.get('high_price') self.absolute_shares = kwargs.get('absolute_shares') self.fixed_rate_day_count_fraction = kwargs.get('fixed_rate_day_count_fraction') self.model = kwargs.get('model') self.unrealized_twap_performance_usd = kwargs.get('unrealized_twap_performance_usd') self.__id = kwargs.get('id_') self.maturity = kwargs.get('maturity') self.delta_change = kwargs.get('delta_change') self.index = kwargs.get('index') self.unrealized_arrival_performance_usd = kwargs.get('unrealized_arrival_performance_usd') self.iceberg_slippage = kwargs.get('iceberg_slippage') self.sell120cents = kwargs.get('sell120cents') self.future_month_x26 = kwargs.get('future_month_x26') self.asset_types = kwargs.get('asset_types') self.future_month_x25 = kwargs.get('future_month_x25') self.bcid = kwargs.get('bcid') self.mkt_point = kwargs.get('mkt_point') self.future_month_x24 = kwargs.get('future_month_x24') self.restriction_start_date = kwargs.get('restriction_start_date') self.touch_liquidity_score = kwargs.get('touch_liquidity_score') self.future_month_x23 = kwargs.get('future_month_x23') self.future_month_x22 = kwargs.get('future_month_x22') self.factor_category_id = kwargs.get('factor_category_id') self.security_type_id = kwargs.get('security_type_id') self.future_month_x21 = kwargs.get('future_month_x21') self.investment_ytd = kwargs.get('investment_ytd') self.leg2_notional = kwargs.get('leg2_notional') self.sell1bps = kwargs.get('sell1bps') self.sell200cents = kwargs.get('sell200cents') self.expected_completion_date = kwargs.get('expected_completion_date') self.spread_option_vol = kwargs.get('spread_option_vol') self.sell80cents = kwargs.get('sell80cents') self.inflation_swap_rate = kwargs.get('inflation_swap_rate') self.active_queries = kwargs.get('active_queries') self.sell45bps = kwargs.get('sell45bps') self.embeded_option = kwargs.get('embeded_option') self.event_source = kwargs.get('event_source') self.qis_perm_no = kwargs.get('qis_perm_no') self.settlement = kwargs.get('settlement') self.shareclass_id = kwargs.get('shareclass_id') self.feature2 = kwargs.get('feature2') self.feature3 = kwargs.get('feature3') self.sts_commodity_sector = kwargs.get('sts_commodity_sector') self.exception_status = kwargs.get('exception_status') self.overnight_news_intensity = kwargs.get('overnight_news_intensity') self.sales_coverage = kwargs.get('sales_coverage') self.feature1 = kwargs.get('feature1') self.tcm_cost_participation_rate10_pct = kwargs.get('tcm_cost_participation_rate10_pct') self.event_time = kwargs.get('event_time') self.position_source_name = kwargs.get('position_source_name') self.delivery_date = kwargs.get('delivery_date') self.interest_rate = kwargs.get('interest_rate') self.side = kwargs.get('side') self.dynamic_hybrid_aggressive_style = kwargs.get('dynamic_hybrid_aggressive_style') self.compliance_restricted_status = kwargs.get('compliance_restricted_status') self.borrow_fee = kwargs.get('borrow_fee') self.ever_icu = kwargs.get('ever_icu') self.no_worse_than_level = kwargs.get('no_worse_than_level') self.update_time = kwargs.get('update_time') self.loan_spread = kwargs.get('loan_spread') self.tcm_cost_horizon12_hour = kwargs.get('tcm_cost_horizon12_hour') self.dew_point = kwargs.get('dew_point') self.research_commission = kwargs.get('research_commission') self.buy2bps = kwargs.get('buy2bps') self.asset_classifications_risk_country_code = kwargs.get('asset_classifications_risk_country_code') self.new_ideas_mtd = kwargs.get('new_ideas_mtd') self.var_swap_by_expiry = kwargs.get('var_swap_by_expiry') self.sell_date = kwargs.get('sell_date') self.aum_start = kwargs.get('aum_start') self.asset_parameters_settlement = kwargs.get('asset_parameters_settlement') self.max_temperature = kwargs.get('max_temperature') self.acquirer_shareholder_meeting_date = kwargs.get('acquirer_shareholder_meeting_date') self.count_ideas_wtd = kwargs.get('count_ideas_wtd') self.arrival_rt_normalized = kwargs.get('arrival_rt_normalized') self.report_type = kwargs.get('report_type') self.source_url = kwargs.get('source_url') self.estimated_return = kwargs.get('estimated_return') self.high = kwargs.get('high') self.source_last_update = kwargs.get('source_last_update') self.sunshine_forecast = kwargs.get('sunshine_forecast') self.quantity_mw = kwargs.get('quantity_mw') self.sell70cents = kwargs.get('sell70cents') self.sell110cents = kwargs.get('sell110cents') self.pnode_id = kwargs.get('pnode_id') self.humidity_type = kwargs.get('humidity_type') self.prev_close_ask = kwargs.get('prev_close_ask') self.level = kwargs.get('level') self.implied_volatility_by_expiration = kwargs.get('implied_volatility_by_expiration') self.asset_parameters_fixed_rate_day_count_fraction = kwargs.get( 'asset_parameters_fixed_rate_day_count_fraction') self.es_momentum_score = kwargs.get('es_momentum_score') self.leg2_index = kwargs.get('leg2_index') self.net_weight = kwargs.get('net_weight') self.portfolio_managers = kwargs.get('portfolio_managers') self.bos_in_ticks = kwargs.get('bos_in_ticks') self.asset_parameters_coupon_type = kwargs.get('asset_parameters_coupon_type') self.expected_residual_quantity = kwargs.get('expected_residual_quantity') self.roll_date = kwargs.get('roll_date') self.dynamic_hybrid_speed = kwargs.get('dynamic_hybrid_speed') self.cap_floor_vol = kwargs.get('cap_floor_vol') self.target_quantity = kwargs.get('target_quantity') self.submitter = kwargs.get('submitter') self.no = kwargs.get('no') self.notional = kwargs.get('notional') self.es_disclosure_percentage = kwargs.get('es_disclosure_percentage') self.close_executed_quantity_percentage = kwargs.get('close_executed_quantity_percentage') self.twap_realized_cash = kwargs.get('twap_realized_cash') self.is_open_auction = kwargs.get('is_open_auction') self.leg1_type = kwargs.get('leg1_type') self.wet_bulb_temp_hourly_forecast = kwargs.get('wet_bulb_temp_hourly_forecast') self.cleanup_price = kwargs.get('cleanup_price') self.total = kwargs.get('total') self.filled_notional_usd = kwargs.get('filled_notional_usd') self.asset_id = kwargs.get('asset_id') self.test_status = kwargs.get('test_status') self.mkt_type = kwargs.get('mkt_type') self.last_updated_time = kwargs.get('last_updated_time') self.yield30_day = kwargs.get('yield30_day') self.buy28bps = kwargs.get('buy28bps') self.proportion_of_risk = kwargs.get('proportion_of_risk') self.future_month_k23 = kwargs.get('future_month_k23') self.future_month_k22 = kwargs.get('future_month_k22') self.future_month_k21 = kwargs.get('future_month_k21') self.primary_entity_id = kwargs.get('primary_entity_id') self.cross = kwargs.get('cross') self.idea_status = kwargs.get('idea_status') self.contract_subtype = kwargs.get('contract_subtype') self.sri = kwargs.get('sri') self.fx_forecast = kwargs.get('fx_forecast') self.fixing_time_label = kwargs.get('fixing_time_label') self.is_etf = kwargs.get('is_etf') self.fill_id = kwargs.get('fill_id') self.excess_returns = kwargs.get('excess_returns') self.dollar_return = kwargs.get('dollar_return') self.order_in_limit = kwargs.get('order_in_limit') self.expiry_time = kwargs.get('expiry_time') self.return_on_equity = kwargs.get('return_on_equity') self.future_month_k26 = kwargs.get('future_month_k26') self.future_month_k25 = kwargs.get('future_month_k25') self.future_month_k24 = kwargs.get('future_month_k24') self.restriction_end_date = kwargs.get('restriction_end_date') self.queue_in_lots_description = kwargs.get('queue_in_lots_description') self.volume_limit = kwargs.get('volume_limit') self.objective = kwargs.get('objective') self.nav_price = kwargs.get('nav_price') self.leg1_underlying_asset = kwargs.get('leg1_underlying_asset') self.private_placement_type = kwargs.get('private_placement_type') self.hedge_notional = kwargs.get('hedge_notional') self.ask_low = kwargs.get('ask_low') self.intended_p_rate = kwargs.get('intended_p_rate') self.expiry = kwargs.get('expiry') self.avg_monthly_yield = kwargs.get('avg_monthly_yield') self.period_direction = kwargs.get('period_direction') self.prev_rpt_id = kwargs.get('prev_rpt_id') self.earnings_per_share = kwargs.get('earnings_per_share') self.strike_percentage = kwargs.get('strike_percentage') self.es_product_impact_percentile = kwargs.get('es_product_impact_percentile') self.vwap_realized_cash = kwargs.get('vwap_realized_cash') self.par_asset_swap_spread1m = kwargs.get('par_asset_swap_spread1m') self.prev_close_bid = kwargs.get('prev_close_bid') self.minimum_increment = kwargs.get('minimum_increment') self.tcm_cost_horizon16_day = kwargs.get('tcm_cost_horizon16_day') self.investment_mtd = kwargs.get('investment_mtd') self.settlement_date = kwargs.get('settlement_date') self.weighted_average_mid_normalized = kwargs.get('weighted_average_mid_normalized') self.sales_per_share = kwargs.get('sales_per_share') self.unadjusted_close = kwargs.get('unadjusted_close') self.loan_date = kwargs.get('loan_date') self.matched_maturity_swap_spread1m = kwargs.get('matched_maturity_swap_spread1m') self.collateral_percentage_actual = kwargs.get('collateral_percentage_actual') self.vwap_in_limit_unrealized_bps = kwargs.get('vwap_in_limit_unrealized_bps') self.metric_value = kwargs.get('metric_value') self.auto_exec_state = kwargs.get('auto_exec_state') self.total_recovered = kwargs.get('total_recovered') self.relative_return_ytd = kwargs.get('relative_return_ytd') self.tick_server = kwargs.get('tick_server') self.cumulative_volume_in_percentage = kwargs.get('cumulative_volume_in_percentage') self.real_time_restriction_status = kwargs.get('real_time_restriction_status') self.trade_type = kwargs.get('trade_type') self.settlement_type = kwargs.get('settlement_type') self.net_change = kwargs.get('net_change') self.number_of_underliers = kwargs.get('number_of_underliers') self.swap_type = kwargs.get('swap_type') self.forecast_type = kwargs.get('forecast_type') self.leg1_notional = kwargs.get('leg1_notional') self.sell_settle_date = kwargs.get('sell_settle_date') self.new_ideas_ytd = kwargs.get('new_ideas_ytd') self.management_fee = kwargs.get('management_fee') self.par_asset_swap_spread3m = kwargs.get('par_asset_swap_spread3m') self.sell36bps = kwargs.get('sell36bps') self.matched_maturity_swap_spread3m = kwargs.get('matched_maturity_swap_spread3m') self.source_id = kwargs.get('source_id') self.country = kwargs.get('country') self.vwap = kwargs.get('vwap') self.touch_spread_score = kwargs.get('touch_spread_score') self.rating_second_highest = kwargs.get('rating_second_highest') self.sell24bps = kwargs.get('sell24bps') self.frequency = kwargs.get('frequency') self.activity_id = kwargs.get('activity_id') self.estimated_impact = kwargs.get('estimated_impact') self.sell35cents = kwargs.get('sell35cents') self.loan_spread_bucket = kwargs.get('loan_spread_bucket') self.coronavirus_global_activity_tracker = kwargs.get('coronavirus_global_activity_tracker') self.underlyers = kwargs.get('underlyers') self.asset_parameters_pricing_location = kwargs.get('asset_parameters_pricing_location') self.event_description = kwargs.get('event_description') self.iceberg_max_size = kwargs.get('iceberg_max_size') self.asset_parameters_coupon = kwargs.get('asset_parameters_coupon') self.details = kwargs.get('details') self.sector = kwargs.get('sector') self.avg_bed_util_rate = kwargs.get('avg_bed_util_rate') self.buy20bps = kwargs.get('buy20bps') self.epidemic = kwargs.get('epidemic') self.mctr = kwargs.get('mctr') self.exchange_time = kwargs.get('exchange_time') self.historical_close = kwargs.get('historical_close') self.fips_code = kwargs.get('fips_code') self.buy32bps = kwargs.get('buy32bps') self.idea_id = kwargs.get('idea_id') self.comment_status = kwargs.get('comment_status') self.marginal_cost = kwargs.get('marginal_cost') self.client_weight = kwargs.get('client_weight') self.leg1_delivery_point = kwargs.get('leg1_delivery_point') self.sell5cents = kwargs.get('sell5cents') self.liq_wkly = kwargs.get('liq_wkly') self.unrealized_twap_performance_bps = kwargs.get('unrealized_twap_performance_bps') self.region = kwargs.get('region') self.temperature_hour = kwargs.get('temperature_hour') self.upper_bound = kwargs.get('upper_bound') self.sell55cents = kwargs.get('sell55cents') self.num_pedi_icu_beds = kwargs.get('num_pedi_icu_beds') self.bid_yield = kwargs.get('bid_yield') self.expected_residual = kwargs.get('expected_residual') self.option_premium = kwargs.get('option_premium') self.owner_name = kwargs.get('owner_name') self.par_asset_swap_spread6m = kwargs.get('par_asset_swap_spread6m') self.z_score = kwargs.get('z_score') self.sell12bps = kwargs.get('sell12bps') self.event_start_time = kwargs.get('event_start_time') self.matched_maturity_swap_spread6m = kwargs.get('matched_maturity_swap_spread6m') self.turnover = kwargs.get('turnover') self.price_spot_target_unit = kwargs.get('price_spot_target_unit') self.coverage = kwargs.get('coverage') self.g_percentile = kwargs.get('g_percentile') self.cloud_cover_hourly_forecast = kwargs.get('cloud_cover_hourly_forecast') self.lending_fund_nav = kwargs.get('lending_fund_nav') self.source_original_category = kwargs.get('source_original_category') self.percent_close_execution_quantity = kwargs.get('percent_close_execution_quantity') self.latest_execution_time = kwargs.get('latest_execution_time') self.arrival_mid_realized_bps = kwargs.get('arrival_mid_realized_bps') self.location = kwargs.get('location') self.scenario_id = kwargs.get('scenario_id') self.termination_tenor = kwargs.get('termination_tenor') self.queue_clock_time = kwargs.get('queue_clock_time') self.discretion_lower_bound = kwargs.get('discretion_lower_bound') self.tcm_cost_participation_rate50_pct = kwargs.get('tcm_cost_participation_rate50_pct') self.rating_linear = kwargs.get('rating_linear') self.previous_close_unrealized_bps = kwargs.get('previous_close_unrealized_bps') self.sub_asset_class_for_other_commodity = kwargs.get('sub_asset_class_for_other_commodity') self.forward_price = kwargs.get('forward_price') self.__type = kwargs.get('type_') self.strike_ref = kwargs.get('strike_ref') self.cumulative_pnl = kwargs.get('cumulative_pnl') self.short_tenor = kwargs.get('short_tenor') self.sell28bps = kwargs.get('sell28bps') self.fund_class = kwargs.get('fund_class') self.unadjusted_volume = kwargs.get('unadjusted_volume') self.buy36bps = kwargs.get('buy36bps') self.position_idx = kwargs.get('position_idx') self.wind_chill_hourly_forecast = kwargs.get('wind_chill_hourly_forecast') self.sec_name = kwargs.get('sec_name') self.implied_volatility_by_relative_strike = kwargs.get('implied_volatility_by_relative_strike') self.percent_adv = kwargs.get('percent_adv') self.leg1_total_notional = kwargs.get('leg1_total_notional') self.contract = kwargs.get('contract') self.payment_frequency1 = kwargs.get('payment_frequency1') self.payment_frequency2 = kwargs.get('payment_frequency2') self.bespoke = kwargs.get('bespoke') self.repo_tenor = kwargs.get('repo_tenor') self.sell15cents = kwargs.get('sell15cents') self.investment_qtd = kwargs.get('investment_qtd') self.heat_index_forecast = kwargs.get('heat_index_forecast') self.rating_standard_and_poors = kwargs.get('rating_standard_and_poors') self.quality_stars = kwargs.get('quality_stars') self.leg2_floating_index = kwargs.get('leg2_floating_index') self.source_ticker = kwargs.get('source_ticker') self.primary_vwap_unrealized_bps = kwargs.get('primary_vwap_unrealized_bps') self.gsid = kwargs.get('gsid') self.lending_fund = kwargs.get('lending_fund') self.sensitivity = kwargs.get('sensitivity') self.day_count = kwargs.get('day_count') self.sell16bps = kwargs.get('sell16bps') self.relative_break_even_inflation_change = kwargs.get('relative_break_even_inflation_change') self.sell25cents = kwargs.get('sell25cents') self.var_swap = kwargs.get('var_swap') self.buy5point5bps = kwargs.get('buy5point5bps') self.block_large_notional = kwargs.get('block_large_notional') self.sell2point5bps = kwargs.get('sell2point5bps') self.capacity = kwargs.get('capacity') self.sectors_raw = kwargs.get('sectors_raw') self.primary_vwap_in_limit = kwargs.get('primary_vwap_in_limit') self.shareclass_price = kwargs.get('shareclass_price') self.trade_size = kwargs.get('trade_size') self.price_spot_entry_value = kwargs.get('price_spot_entry_value') self.buy8point5bps = kwargs.get('buy8point5bps') self.symbol_dimensions = kwargs.get('symbol_dimensions') self.buy24bps = kwargs.get('buy24bps') self.observation = kwargs.get('observation') self.option_type_sdr = kwargs.get('option_type_sdr') self.scenario_group_id = kwargs.get('scenario_group_id') self.average_implied_variance = kwargs.get('average_implied_variance') self.avg_trade_rate_description = kwargs.get('avg_trade_rate_description') self.fraction = kwargs.get('fraction') self.asset_count_short = kwargs.get('asset_count_short') self.collateral_percentage_required = kwargs.get('collateral_percentage_required') self.sell5point5bps = kwargs.get('sell5point5bps') self.date = kwargs.get('date') self.zip_code = kwargs.get('zip_code') self.total_std_return_since_inception = kwargs.get('total_std_return_since_inception') self.source_category = kwargs.get('source_category') self.volume_unadjusted = kwargs.get('volume_unadjusted') self.passive_ratio = kwargs.get('passive_ratio') self.price_to_earnings = kwargs.get('price_to_earnings') self.order_depth = kwargs.get('order_depth') self.ann_yield3_month = kwargs.get('ann_yield3_month') self.net_flow_std = kwargs.get('net_flow_std') self.encoded_stats = kwargs.get('encoded_stats') self.buy5bps = kwargs.get('buy5bps') self.run_time = kwargs.get('run_time') self.ask_size = kwargs.get('ask_size') self.absolute_return_mtd = kwargs.get('absolute_return_mtd') self.std30_days_unsubsidized_yield = kwargs.get('std30_days_unsubsidized_yield') self.resource = kwargs.get('resource') self.average_realized_volatility = kwargs.get('average_realized_volatility') self.trace_adv_buy = kwargs.get('trace_adv_buy') self.new_confirmed = kwargs.get('new_confirmed') self.sell8bps = kwargs.get('sell8bps') self.bid_price = kwargs.get('bid_price') self.sell8point5bps = kwargs.get('sell8point5bps') self.target_price_unrealized_bps = kwargs.get('target_price_unrealized_bps') self.es_numeric_percentile = kwargs.get('es_numeric_percentile') self.leg2_underlying_asset = kwargs.get('leg2_underlying_asset') self.csa_terms = kwargs.get('csa_terms') self.relative_payoff_mtd = kwargs.get('relative_payoff_mtd') self.daily_net_shareholder_flows = kwargs.get('daily_net_shareholder_flows') self.buy2point5bps = kwargs.get('buy2point5bps') self.cai = kwargs.get('cai') self.executed_notional_usd = kwargs.get('executed_notional_usd') self.system_time = kwargs.get('system_time') self.total_home_isolation = kwargs.get('total_home_isolation') self.station_name = kwargs.get('station_name') self.pass_pct = kwargs.get('pass_pct') self.opening_report = kwargs.get('opening_report') self.midcurve_atm_fwd_rate = kwargs.get('midcurve_atm_fwd_rate') self.precipitation_forecast = kwargs.get('precipitation_forecast') self.equity_risk_premium_index = kwargs.get('equity_risk_premium_index') self.fatalities_underlying_conditions_unknown = kwargs.get('fatalities_underlying_conditions_unknown') self.buy12bps = kwargs.get('buy12bps') self.clearing_house = kwargs.get('clearing_house') self.day_close_unrealized_bps = kwargs.get('day_close_unrealized_bps') self.sts_rates_maturity = kwargs.get('sts_rates_maturity') self.liq_dly = kwargs.get('liq_dly') self.contributor_role = kwargs.get('contributor_role') self.total_fatalities = kwargs.get('total_fatalities') @property def investment_rate(self) -> float: """The rate of return on an investment. In the context of securities lending, it is the rate being earned on the reinvested collateral received from the borrower.""" return self.__investment_rate @investment_rate.setter def investment_rate(self, value: float): self._property_changed('investment_rate') self.__investment_rate = value @property def starting_emma_legal_entity_id(self) -> str: """Starting EMMA Legal Entity ID (LE) for which the SCR client agreement was signed.""" return self.__starting_emma_legal_entity_id @starting_emma_legal_entity_id.setter def starting_emma_legal_entity_id(self, value: str): self._property_changed('starting_emma_legal_entity_id') self.__starting_emma_legal_entity_id = value @property def mdapi_class(self) -> str: """MDAPI Asset Class.""" return self.__mdapi_class @mdapi_class.setter def mdapi_class(self, value: str): self._property_changed('mdapi_class') self.__mdapi_class = value @property def total_notional_usd(self) -> float: """Total notional on order in dollars.""" return self.__total_notional_usd @total_notional_usd.setter def total_notional_usd(self, value: float): self._property_changed('total_notional_usd') self.__total_notional_usd = value @property def bid_unadjusted(self) -> float: """Unadjusted bid level of an asset based on official exchange fixing or calculation agent marked level.""" return self.__bid_unadjusted @bid_unadjusted.setter def bid_unadjusted(self, value: float): self._property_changed('bid_unadjusted') self.__bid_unadjusted = value @property def aggressive_fills_percentage(self) -> float: """Percent of total order filled at aggressive touch.""" return self.__aggressive_fills_percentage @aggressive_fills_percentage.setter def aggressive_fills_percentage(self, value: float): self._property_changed('aggressive_fills_percentage') self.__aggressive_fills_percentage = value @property def vehicle_type(self) -> str: """Type of investment vehicle. Only viewable after having been granted additional access to asset information.""" return self.__vehicle_type @vehicle_type.setter def vehicle_type(self, value: str): self._property_changed('vehicle_type') self.__vehicle_type = value @property def total_fatalities_by_state(self) -> float: """Total number of fatalities by state.""" return self.__total_fatalities_by_state @total_fatalities_by_state.setter def total_fatalities_by_state(self, value: float): self._property_changed('total_fatalities_by_state') self.__total_fatalities_by_state = value @property def new_active(self) -> float: """Change in number of active cases from previous day.""" return self.__new_active @new_active.setter def new_active(self, value: float): self._property_changed('new_active') self.__new_active = value @property def daily_risk(self) -> float: """Daily Risk Value.""" return self.__daily_risk @daily_risk.setter def daily_risk(self, value: float): self._property_changed('daily_risk') self.__daily_risk = value @property def energy(self) -> float: """Energy price component.""" return self.__energy @energy.setter def energy(self, value: float): self._property_changed('energy') self.__energy = value @property def sunshine_daily_forecast(self) -> float: """The forecast value for sunshine in percent.""" return self.__sunshine_daily_forecast @sunshine_daily_forecast.setter def sunshine_daily_forecast(self, value: float): self._property_changed('sunshine_daily_forecast') self.__sunshine_daily_forecast = value @property def sentiment_score(self) -> float: """A value representing a sentiment indicator.""" return self.__sentiment_score @sentiment_score.setter def sentiment_score(self, value: float): self._property_changed('sentiment_score') self.__sentiment_score = value @property def correlation(self) -> float: """Market implied correlation between two tenors.""" return self.__correlation @correlation.setter def correlation(self, value: float): self._property_changed('correlation') self.__correlation = value @property def exposure(self) -> float: """Exposure of a given asset or portfolio in the denominated currency of the asset or portfolio.""" return self.__exposure @exposure.setter def exposure(self, value: float): self._property_changed('exposure') self.__exposure = value @property def size(self) -> float: """Size of market execution.""" return self.__size @size.setter def size(self, value: float): self._property_changed('size') self.__size = value @property def market_data_asset(self) -> str: """The market data asset (e.g. USD, USD/EUR).""" return self.__market_data_asset @market_data_asset.setter def market_data_asset(self, value: str): self._property_changed('market_data_asset') self.__market_data_asset = value @property def buy75cents(self) -> float: """The amount GS would buy for 75 cents charge.""" return self.__buy75cents @buy75cents.setter def buy75cents(self, value: float): self._property_changed('buy75cents') self.__buy75cents = value @property def unadjusted_high(self) -> float: """Unadjusted high level of an asset based on official exchange fixing or calculation agent marked level.""" return self.__unadjusted_high @unadjusted_high.setter def unadjusted_high(self, value: float): self._property_changed('unadjusted_high') self.__unadjusted_high = value @property def source_importance(self) -> float: """Source importance.""" return self.__source_importance @source_importance.setter def source_importance(self, value: float): self._property_changed('source_importance') self.__source_importance = value @property def closing_yield(self) -> float: """Closing yield.""" return self.__closing_yield @closing_yield.setter def closing_yield(self, value: float): self._property_changed('closing_yield') self.__closing_yield = value @property def wind(self) -> float: """Value of the wind attribute selected.""" return self.__wind @wind.setter def wind(self, value: float): self._property_changed('wind') self.__wind = value @property def sc16(self) -> bool: """Document Ongoing SCR Compliance.""" return self.__sc16 @sc16.setter def sc16(self, value: bool): self._property_changed('sc16') self.__sc16 = value @property def sc15(self) -> bool: """Restrict Access To Specified Named Personnel.""" return self.__sc15 @sc15.setter def sc15(self, value: bool): self._property_changed('sc15') self.__sc15 = value @property def sc12(self) -> bool: """Exclude From Indications Of Interest.""" return self.__sc12 @sc12.setter def sc12(self, value: bool): self._property_changed('sc12') self.__sc12 = value @property def sc11(self) -> bool: """Replace Client True Name With Alias Name.""" return self.__sc11 @sc11.setter def sc11(self, value: bool): self._property_changed('sc11') self.__sc11 = value @property def primary_vwap_in_limit_unrealized_bps(self) -> float: """Unrealised performance vs Primary VWAP In Limit, in bps.""" return self.__primary_vwap_in_limit_unrealized_bps @primary_vwap_in_limit_unrealized_bps.setter def primary_vwap_in_limit_unrealized_bps(self, value: float): self._property_changed('primary_vwap_in_limit_unrealized_bps') self.__primary_vwap_in_limit_unrealized_bps = value @property def display_name(self) -> str: """Display Name.""" return self.__display_name @display_name.setter def display_name(self, value: str): self._property_changed('display_name') self.__display_name = value @property def minutes_to_trade100_pct(self) -> float: """Minutes to trade 100 percent.""" return self.__minutes_to_trade100_pct @minutes_to_trade100_pct.setter def minutes_to_trade100_pct(self, value: float): self._property_changed('minutes_to_trade100_pct') self.__minutes_to_trade100_pct = value @property def sc14(self) -> bool: """Notify Strat Supervisors Of Personnel Assignment Limitation.""" return self.__sc14 @sc14.setter def sc14(self, value: bool): self._property_changed('sc14') self.__sc14 = value @property def cumulative_volume_in_shares(self) -> float: """Forecast of the cumulative volume of shares from start of day up to the end of the bucket interval.""" return self.__cumulative_volume_in_shares @cumulative_volume_in_shares.setter def cumulative_volume_in_shares(self, value: float): self._property_changed('cumulative_volume_in_shares') self.__cumulative_volume_in_shares = value @property def sc13(self) -> bool: """Restrict Access In Client Relationship Management Platforms To Sales Personnel Covering Client.""" return self.__sc13 @sc13.setter def sc13(self, value: bool): self._property_changed('sc13') self.__sc13 = value @property def new_fatalities(self) -> float: """New fatal cases.""" return self.__new_fatalities @new_fatalities.setter def new_fatalities(self, value: float): self._property_changed('new_fatalities') self.__new_fatalities = value @property def buy50bps(self) -> float: """The amount GS would buy for 50 bps charge.""" return self.__buy50bps @buy50bps.setter def buy50bps(self, value: float): self._property_changed('buy50bps') self.__buy50bps = value @property def num_staffed_beds(self) -> float: """Number of adult bed, pediatric bed, birthing room, or newborn ICU bed (excluding newborn bassinets) maintained in a patient care area for lodging patients in acute, long term, or domiciliary areas of the hospital.""" return self.__num_staffed_beds @num_staffed_beds.setter def num_staffed_beds(self, value: float): self._property_changed('num_staffed_beds') self.__num_staffed_beds = value @property def upfront_payment(self) -> float: """Upfront payment fee.""" return self.__upfront_payment @upfront_payment.setter def upfront_payment(self, value: float): self._property_changed('upfront_payment') self.__upfront_payment = value @property def arrival_mid_realized_cash(self) -> float: """Consolidated realised performance vs Arrival Mid, in USD.""" return self.__arrival_mid_realized_cash @arrival_mid_realized_cash.setter def arrival_mid_realized_cash(self, value: float): self._property_changed('arrival_mid_realized_cash') self.__arrival_mid_realized_cash = value @property def sc10(self) -> bool: """Exclude From Calibration And Research.""" return self.__sc10 @sc10.setter def sc10(self, value: bool): self._property_changed('sc10') self.__sc10 = value @property def sc05(self) -> bool: """Restrict Access To Trade Execution Mandate Personnel.""" return self.__sc05 @sc05.setter def sc05(self, value: bool): self._property_changed('sc05') self.__sc05 = value @property def a(self) -> float: """Stock specific coefficient.""" return self.__a @a.setter def a(self, value: float): self._property_changed('a') self.__a = value @property def sc04(self) -> bool: """Restrict Access To Sales Personnel Covering Both Client And Executed Product.""" return self.__sc04 @sc04.setter def sc04(self, value: bool): self._property_changed('sc04') self.__sc04 = value @property def b(self) -> float: """Stock specific coefficient.""" return self.__b @b.setter def b(self, value: float): self._property_changed('b') self.__b = value @property def sc07(self) -> bool: """Exclude From Market Share Survey Submissions.""" return self.__sc07 @sc07.setter def sc07(self, value: bool): self._property_changed('sc07') self.__sc07 = value @property def c(self) -> float: """Stock specific coefficient.""" return self.__c @c.setter def c(self, value: float): self._property_changed('c') self.__c = value @property def yield_to_maturity(self) -> float: """The return an investor realizes on a bond sold at the mid price at maturity.""" return self.__yield_to_maturity @yield_to_maturity.setter def yield_to_maturity(self, value: float): self._property_changed('yield_to_maturity') self.__yield_to_maturity = value @property def sc06(self) -> bool: """Restrict Access To Agency Personnel.""" return self.__sc06 @sc06.setter def sc06(self, value: bool): self._property_changed('sc06') self.__sc06 = value @property def address(self) -> str: """Street address.""" return self.__address @address.setter def address(self, value: str): self._property_changed('address') self.__address = value @property def sc01(self) -> bool: """Define Information Barriers Policy.""" return self.__sc01 @sc01.setter def sc01(self, value: bool): self._property_changed('sc01') self.__sc01 = value @property def leg2_payment_frequency(self) -> str: """Same as Leg 1 Payment Frequency.""" return self.__leg2_payment_frequency @leg2_payment_frequency.setter def leg2_payment_frequency(self, value: str): self._property_changed('leg2_payment_frequency') self.__leg2_payment_frequency = value @property def sc03(self) -> bool: """Educate Sales And Traders About SCR Agreements.""" return self.__sc03 @sc03.setter def sc03(self, value: bool): self._property_changed('sc03') self.__sc03 = value @property def sc02(self) -> bool: """Train On Information Barriers Policy.""" return self.__sc02 @sc02.setter def sc02(self, value: bool): self._property_changed('sc02') self.__sc02 = value @property def geography_name(self) -> str: """Name of the country or region for which metric is calculated.""" return self.__geography_name @geography_name.setter def geography_name(self, value: str): self._property_changed('geography_name') self.__geography_name = value @property def borrower(self) -> str: """Name of the borrowing entity on a securities lending agreement.""" return self.__borrower @borrower.setter def borrower(self, value: str): self._property_changed('borrower') self.__borrower = value @property def settle_price(self) -> float: """Settling level of an asset based on official exchange fixing or calculation agent marked level.""" return self.__settle_price @settle_price.setter def settle_price(self, value: float): self._property_changed('settle_price') self.__settle_price = value @property def performance_contribution(self) -> float: """The contribution of an underlying asset to the overall performance.""" return self.__performance_contribution @performance_contribution.setter def performance_contribution(self, value: float): self._property_changed('performance_contribution') self.__performance_contribution = value @property def sc09(self) -> bool: """Exclude From Market Color Commentary By Sales And Trading.""" return self.__sc09 @sc09.setter def sc09(self, value: bool): self._property_changed('sc09') self.__sc09 = value @property def mkt_class(self) -> str: """The MDAPI Class (e.g. Swap, Cash).""" return self.__mkt_class @mkt_class.setter def mkt_class(self, value: str): self._property_changed('mkt_class') self.__mkt_class = value @property def sc08(self) -> bool: """Exclude From Systematic Market Color Reporting And Advertised Volumes.""" return self.__sc08 @sc08.setter def sc08(self, value: bool): self._property_changed('sc08') self.__sc08 = value @property def collateralization(self) -> str: """If an SB swap is not cleared, an indication of whether a swap is Uncollateralized (UC), Partially Collateralized (PC), One-Way Collateralized (OC), or Fully Collateralized (FC).""" return self.__collateralization @collateralization.setter def collateralization(self, value: str): self._property_changed('collateralization') self.__collateralization = value @property def future_month_u26(self) -> float: """Commods future month code.""" return self.__future_month_u26 @future_month_u26.setter def future_month_u26(self, value: float): self._property_changed('future_month_u26') self.__future_month_u26 = value @property def future_month_u25(self) -> float: """Commods future month code.""" return self.__future_month_u25 @future_month_u25.setter def future_month_u25(self, value: float): self._property_changed('future_month_u25') self.__future_month_u25 = value @property def future_month_u24(self) -> float: """Commods future month code.""" return self.__future_month_u24 @future_month_u24.setter def future_month_u24(self, value: float): self._property_changed('future_month_u24') self.__future_month_u24 = value @property def future_month_u23(self) -> float: """Commods future month code.""" return self.__future_month_u23 @future_month_u23.setter def future_month_u23(self, value: float): self._property_changed('future_month_u23') self.__future_month_u23 = value @property def future_month_u22(self) -> float: """Commods future month code.""" return self.__future_month_u22 @future_month_u22.setter def future_month_u22(self, value: float): self._property_changed('future_month_u22') self.__future_month_u22 = value @property def statement_id(self) -> str: """Statement UUID.""" return self.__statement_id @statement_id.setter def statement_id(self, value: str): self._property_changed('statement_id') self.__statement_id = value @property def future_month_u21(self) -> float: """Commods future month code.""" return self.__future_month_u21 @future_month_u21.setter def future_month_u21(self, value: float): self._property_changed('future_month_u21') self.__future_month_u21 = value @property def modified_duration(self) -> float: """Measure of a bond's price sensitivity to changes in interest rates.""" return self.__modified_duration @modified_duration.setter def modified_duration(self, value: float): self._property_changed('modified_duration') self.__modified_duration = value @property def short_rates_contribution(self) -> float: """Contribution of short rate component to FCI.""" return self.__short_rates_contribution @short_rates_contribution.setter def short_rates_contribution(self, value: float): self._property_changed('short_rates_contribution') self.__short_rates_contribution = value @property def implied_normal_volatility(self) -> float: """Market implied volatility measured using a normal model in bps/day.""" return self.__implied_normal_volatility @implied_normal_volatility.setter def implied_normal_volatility(self, value: float): self._property_changed('implied_normal_volatility') self.__implied_normal_volatility = value @property def solar_generation(self) -> float: """Solar generation value provided by source.""" return self.__solar_generation @solar_generation.setter def solar_generation(self, value: float): self._property_changed('solar_generation') self.__solar_generation = value @property def mtm_price(self) -> float: """Amount of profit or loss realized over statement period.""" return self.__mtm_price @mtm_price.setter def mtm_price(self, value: float): self._property_changed('mtm_price') self.__mtm_price = value @property def swap_spread_change(self) -> float: """Swap spread change.""" return self.__swap_spread_change @swap_spread_change.setter def swap_spread_change(self, value: float): self._property_changed('swap_spread_change') self.__swap_spread_change = value @property def realized_arrival_performance_usd(self) -> float: """Average execution price vs Consolidated Arrival (in limit) since order inception ??? realized in $.""" return self.__realized_arrival_performance_usd @realized_arrival_performance_usd.setter def realized_arrival_performance_usd(self, value: float): self._property_changed('realized_arrival_performance_usd') self.__realized_arrival_performance_usd = value @property def portfolio_assets(self) -> float: """Total amount of assets under management across all share classes.""" return self.__portfolio_assets @portfolio_assets.setter def portfolio_assets(self, value: float): self._property_changed('portfolio_assets') self.__portfolio_assets = value @property def pricingdate(self) -> str: """Pricing Date.""" return self.__pricingdate @pricingdate.setter def pricingdate(self, value: str): self._property_changed('pricingdate') self.__pricingdate = value @property def tcm_cost_horizon3_hour(self) -> float: """TCM cost with a 3 hour time horizon.""" return self.__tcm_cost_horizon3_hour @tcm_cost_horizon3_hour.setter def tcm_cost_horizon3_hour(self, value: float): self._property_changed('tcm_cost_horizon3_hour') self.__tcm_cost_horizon3_hour = value @property def exchange_rate(self) -> float: """Amount that an exchange charges in fees, in mils. Negative numbers denote rebates.""" return self.__exchange_rate @exchange_rate.setter def exchange_rate(self, value: float): self._property_changed('exchange_rate') self.__exchange_rate = value @property def potential_bed_cap_inc(self) -> float: """The number of beds by which a hospital can increase bed capacity, derived from the difference between number of allowed licensed beds and number of currently staffed beds.""" return self.__potential_bed_cap_inc @potential_bed_cap_inc.setter def potential_bed_cap_inc(self, value: float): self._property_changed('potential_bed_cap_inc') self.__potential_bed_cap_inc = value @property def number_covered(self) -> float: """Number of underlyers covered by risk model.""" return self.__number_covered @number_covered.setter def number_covered(self, value: float): self._property_changed('number_covered') self.__number_covered = value @property def number_of_positions(self) -> float: """Number of positions.""" return self.__number_of_positions @number_of_positions.setter def number_of_positions(self, value: float): self._property_changed('number_of_positions') self.__number_of_positions = value @property def open_unadjusted(self) -> float: """Unadjusted open level of an asset based on official exchange fixing or calculation agent marked level.""" return self.__open_unadjusted @open_unadjusted.setter def open_unadjusted(self, value: float): self._property_changed('open_unadjusted') self.__open_unadjusted = value @property def strike_time(self) -> datetime.datetime: """Time at which order began executing.""" return self.__strike_time @strike_time.setter def strike_time(self, value: datetime.datetime): self._property_changed('strike_time') self.__strike_time = value @property def ask_price(self) -> float: """Latest Ask Price (price offering to sell).""" return self.__ask_price @ask_price.setter def ask_price(self, value: float): self._property_changed('ask_price') self.__ask_price = value @property def event_id(self) -> str: """Goldman Sachs internal event identifier.""" return self.__event_id @event_id.setter def event_id(self, value: str): self._property_changed('event_id') self.__event_id = value @property def sectors(self) -> Tuple[str, ...]: """Sector classifications of an asset.""" return self.__sectors @sectors.setter def sectors(self, value: Tuple[str, ...]): self._property_changed('sectors') self.__sectors = value @property def additional_price_notation_type(self) -> str: """Basis points, Price, Yield, Spread, Coupon, etc., depending on the type of SB swap, which is calculated at affirmation.""" return self.__additional_price_notation_type @additional_price_notation_type.setter def additional_price_notation_type(self, value: str): self._property_changed('additional_price_notation_type') self.__additional_price_notation_type = value @property def gross_investment_qtd(self) -> float: """Total gross investment Quarter to date.""" return self.__gross_investment_qtd @gross_investment_qtd.setter def gross_investment_qtd(self, value: float): self._property_changed('gross_investment_qtd') self.__gross_investment_qtd = value @property def annualized_risk(self) -> float: """Annualized risk.""" return self.__annualized_risk @annualized_risk.setter def annualized_risk(self, value: float): self._property_changed('annualized_risk') self.__annualized_risk = value @property def estimated_holding_time_short(self) -> float: """The estimated holding time for a short position.""" return self.__estimated_holding_time_short @estimated_holding_time_short.setter def estimated_holding_time_short(self, value: float): self._property_changed('estimated_holding_time_short') self.__estimated_holding_time_short = value @property def midcurve_premium(self) -> float: """Midcurve premium.""" return self.__midcurve_premium @midcurve_premium.setter def midcurve_premium(self, value: float): self._property_changed('midcurve_premium') self.__midcurve_premium = value @property def volume_composite(self) -> float: """Accumulated number of shares, lots or contracts traded according to the market convention at all exchanges.""" return self.__volume_composite @volume_composite.setter def volume_composite(self, value: float): self._property_changed('volume_composite') self.__volume_composite = value @property def sharpe_qtd(self) -> float: """Sharpe ratio Quarter to date.""" return self.__sharpe_qtd @sharpe_qtd.setter def sharpe_qtd(self, value: float): self._property_changed('sharpe_qtd') self.__sharpe_qtd = value @property def estimated_holding_time_long(self) -> float: """The estimated holding time for a long position.""" return self.__estimated_holding_time_long @estimated_holding_time_long.setter def estimated_holding_time_long(self, value: float): self._property_changed('estimated_holding_time_long') self.__estimated_holding_time_long = value @property def external(self) -> bool: """Whether entity was created by an external user.""" return self.__external @external.setter def external(self, value: bool): self._property_changed('external') self.__external = value @property def tracker_name(self) -> str: """Name of the tracker.""" return self.__tracker_name @tracker_name.setter def tracker_name(self, value: str): self._property_changed('tracker_name') self.__tracker_name = value @property def sell50cents(self) -> float: """The amount GS would sell for 50 cents charge.""" return self.__sell50cents @sell50cents.setter def sell50cents(self, value: float): self._property_changed('sell50cents') self.__sell50cents = value @property def trade_price(self) -> float: """Last trade price or value.""" return self.__trade_price @trade_price.setter def trade_price(self, value: float): self._property_changed('trade_price') self.__trade_price = value @property def cleared(self) -> str: """An indication of whether or not an SB swap transaction is going to be cleared by a derivatives clearing organization.""" return self.__cleared @cleared.setter def cleared(self, value: str): self._property_changed('cleared') self.__cleared = value @property def prime_id_numeric(self) -> float: """Prime ID as a number.""" return self.__prime_id_numeric @prime_id_numeric.setter def prime_id_numeric(self, value: float): self._property_changed('prime_id_numeric') self.__prime_id_numeric = value @property def buy8bps(self) -> float: """The amount GS would buy for 8 bps charge.""" return self.__buy8bps @buy8bps.setter def buy8bps(self, value: float): self._property_changed('buy8bps') self.__buy8bps = value @property def total_notional_local(self) -> float: """Total notional on order in local currency.""" return self.__total_notional_local @total_notional_local.setter def total_notional_local(self, value: float): self._property_changed('total_notional_local') self.__total_notional_local = value @property def cid(self) -> str: """Goldman Sachs internal company identifier.""" return self.__cid @cid.setter def cid(self, value: str): self._property_changed('cid') self.__cid = value @property def total_confirmed_senior_home(self) -> float: """Confirmed cases in Senior homes and care facilities.""" return self.__total_confirmed_senior_home @total_confirmed_senior_home.setter def total_confirmed_senior_home(self, value: float): self._property_changed('total_confirmed_senior_home') self.__total_confirmed_senior_home = value @property def ctd_fwd_price(self) -> float: """Cheapest to deliver bond fwd price.""" return self.__ctd_fwd_price @ctd_fwd_price.setter def ctd_fwd_price(self, value: float): self._property_changed('ctd_fwd_price') self.__ctd_fwd_price = value @property def sink_factor(self) -> float: """The level to which a sinkable bond has currently sunk.""" return self.__sink_factor @sink_factor.setter def sink_factor(self, value: float): self._property_changed('sink_factor') self.__sink_factor = value @property def temperature_forecast(self) -> float: """The forecast temperature of diff types of given units.""" return self.__temperature_forecast @temperature_forecast.setter def temperature_forecast(self, value: float): self._property_changed('temperature_forecast') self.__temperature_forecast = value @property def bid_high(self) -> float: """The highest bid (price willing to buy).""" return self.__bid_high @bid_high.setter def bid_high(self, value: float): self._property_changed('bid_high') self.__bid_high = value @property def pnl_qtd(self) -> float: """Total PnL Quarter to date.""" return self.__pnl_qtd @pnl_qtd.setter def pnl_qtd(self, value: float): self._property_changed('pnl_qtd') self.__pnl_qtd = value @property def buy50cents(self) -> float: """The amount GS would buy for 50 cents charge.""" return self.__buy50cents @buy50cents.setter def buy50cents(self, value: float): self._property_changed('buy50cents') self.__buy50cents = value @property def sell4bps(self) -> float: """The amount GS would sell for 4 bps charge.""" return self.__sell4bps @sell4bps.setter def sell4bps(self, value: float): self._property_changed('sell4bps') self.__sell4bps = value @property def receiver_day_count_fraction(self) -> str: """Day Count Fraction""" return self.__receiver_day_count_fraction @receiver_day_count_fraction.setter def receiver_day_count_fraction(self, value: str): self._property_changed('receiver_day_count_fraction') self.__receiver_day_count_fraction = value @property def auction_close_percentage(self) -> float: """Percentage of total order being reserved for the Closing Auction.""" return self.__auction_close_percentage @auction_close_percentage.setter def auction_close_percentage(self, value: float): self._property_changed('auction_close_percentage') self.__auction_close_percentage = value @property def target_price(self) -> float: """Target Price.""" return self.__target_price @target_price.setter def target_price(self, value: float): self._property_changed('target_price') self.__target_price = value @property def bos_in_bps_description(self) -> str: """Description of the Stock's Bid-Offer Spread in Basis points on the particular date.""" return self.__bos_in_bps_description @bos_in_bps_description.setter def bos_in_bps_description(self, value: str): self._property_changed('bos_in_bps_description') self.__bos_in_bps_description = value @property def low_price(self) -> float: """Low level of an asset based on official exchange fixing or calculation agent marked level.""" return self.__low_price @low_price.setter def low_price(self, value: float): self._property_changed('low_price') self.__low_price = value @property def adv22_day_pct(self) -> float: """Median number of shares or units of a given asset traded over a 21 day period.""" return self.__adv22_day_pct @adv22_day_pct.setter def adv22_day_pct(self, value: float): self._property_changed('adv22_day_pct') self.__adv22_day_pct = value @property def matched_maturity_swap_spread12m(self) -> float: """Matched maturity swap spread vs 12m tenor.""" return self.__matched_maturity_swap_spread12m @matched_maturity_swap_spread12m.setter def matched_maturity_swap_spread12m(self, value: float): self._property_changed('matched_maturity_swap_spread12m') self.__matched_maturity_swap_spread12m = value @property def price_range_in_ticks_label(self): return self.__price_range_in_ticks_label @price_range_in_ticks_label.setter def price_range_in_ticks_label(self, value): self._property_changed('price_range_in_ticks_label') self.__price_range_in_ticks_label = value @property def ticker(self) -> str: """Ticker.""" return self.__ticker @ticker.setter def ticker(self, value: str): self._property_changed('ticker') self.__ticker = value @property def notional_unit(self) -> str: """Unit of reported notional price.""" return self.__notional_unit @notional_unit.setter def notional_unit(self, value: str): self._property_changed('notional_unit') self.__notional_unit = value @property def tcm_cost_horizon1_day(self) -> float: """TCM cost with a 1 day time horizon.""" return self.__tcm_cost_horizon1_day @tcm_cost_horizon1_day.setter def tcm_cost_horizon1_day(self, value: float): self._property_changed('tcm_cost_horizon1_day') self.__tcm_cost_horizon1_day = value @property def approval(self) -> float: """Approval rating.""" return self.__approval @approval.setter def approval(self, value: float): self._property_changed('approval') self.__approval = value @property def test_measure(self) -> float: """Generic field to hold aggregatable numeric measure for test result. For e.g delay for timeliness or variance for correctness.""" return self.__test_measure @test_measure.setter def test_measure(self, value: float): self._property_changed('test_measure') self.__test_measure = value @property def option_lock_out_period(self) -> str: """An indication of the first allowable exercise date of the option.""" return self.__option_lock_out_period @option_lock_out_period.setter def option_lock_out_period(self, value: str): self._property_changed('option_lock_out_period') self.__option_lock_out_period = value @property def execution_time(self) -> datetime.datetime: """Arrival execution time in seconds from the epoch.""" return self.__execution_time @execution_time.setter def execution_time(self, value: datetime.datetime): self._property_changed('execution_time') self.__execution_time = value @property def source_value_forecast(self) -> str: """TE own projections.""" return self.__source_value_forecast @source_value_forecast.setter def source_value_forecast(self, value: str): self._property_changed('source_value_forecast') self.__source_value_forecast = value @property def leg2_spread(self) -> float: """Spread of leg.""" return self.__leg2_spread @leg2_spread.setter def leg2_spread(self, value: float): self._property_changed('leg2_spread') self.__leg2_spread = value @property def short_conviction_large(self) -> float: """The count of short ideas with large conviction.""" return self.__short_conviction_large @short_conviction_large.setter def short_conviction_large(self, value: float): self._property_changed('short_conviction_large') self.__short_conviction_large = value @property def ccg_name(self) -> str: """Name of the clinical commissioning group.""" return self.__ccg_name @ccg_name.setter def ccg_name(self, value: str): self._property_changed('ccg_name') self.__ccg_name = value @property def dollar_excess_return(self) -> float: """The dollar excess return of an instrument.""" return self.__dollar_excess_return @dollar_excess_return.setter def dollar_excess_return(self, value: float): self._property_changed('dollar_excess_return') self.__dollar_excess_return = value @property def gsn(self) -> str: """Goldman Sachs internal product number.""" return self.__gsn @gsn.setter def gsn(self, value: str): self._property_changed('gsn') self.__gsn = value @property def trade_end_date(self) -> datetime.date: """End date of the trade.""" return self.__trade_end_date @trade_end_date.setter def trade_end_date(self, value: datetime.date): self._property_changed('trade_end_date') self.__trade_end_date = value @property def receiver_rate_option(self) -> str: """The underlying benchmark for the payer, e.g. USD-LIBOR-BBA, EUR-EURIBOR- TELERATE.""" return self.__receiver_rate_option @receiver_rate_option.setter def receiver_rate_option(self, value: str): self._property_changed('receiver_rate_option') self.__receiver_rate_option = value @property def gss(self) -> str: """Goldman Sachs internal product symbol.""" return self.__gss @gss.setter def gss(self, value: str): self._property_changed('gss') self.__gss = value @property def percent_of_mediandv1m(self) -> float: """Percentage of median daily volume calculated using 1 month period (last 22 trading days).""" return self.__percent_of_mediandv1m @percent_of_mediandv1m.setter def percent_of_mediandv1m(self, value: float): self._property_changed('percent_of_mediandv1m') self.__percent_of_mediandv1m = value @property def lendables(self) -> float: """Market value of holdings available to a securities lending program for lending.""" return self.__lendables @lendables.setter def lendables(self, value: float): self._property_changed('lendables') self.__lendables = value @property def sell75cents(self) -> float: """The amount GS would sell for 75 cents charge.""" return self.__sell75cents @sell75cents.setter def sell75cents(self, value: float): self._property_changed('sell75cents') self.__sell75cents = value @property def option_adjusted_spread(self) -> float: """Spread of a fixed-income security rate and the risk-free rate of return, which is then adjusted to take into account an embedded option.""" return self.__option_adjusted_spread @option_adjusted_spread.setter def option_adjusted_spread(self, value: float): self._property_changed('option_adjusted_spread') self.__option_adjusted_spread = value @property def option_adjusted_swap_spread(self) -> float: """Callability Option Adjusted Spread to yield curve.""" return self.__option_adjusted_swap_spread @option_adjusted_swap_spread.setter def option_adjusted_swap_spread(self, value: float): self._property_changed('option_adjusted_swap_spread') self.__option_adjusted_swap_spread = value @property def bos_in_ticks_label(self): return self.__bos_in_ticks_label @bos_in_ticks_label.setter def bos_in_ticks_label(self, value): self._property_changed('bos_in_ticks_label') self.__bos_in_ticks_label = value @property def position_source_id(self) -> str: """Marquee unique identifier""" return self.__position_source_id @position_source_id.setter def position_source_id(self, value: str): self._property_changed('position_source_id') self.__position_source_id = value @property def buy1bps(self) -> float: """The amount GS would buy for 1 bps charge.""" return self.__buy1bps @buy1bps.setter def buy1bps(self, value: float): self._property_changed('buy1bps') self.__buy1bps = value @property def buy3point5bps(self) -> float: """The amount GS would buy for 3.5 bps charge.""" return self.__buy3point5bps @buy3point5bps.setter def buy3point5bps(self, value: float): self._property_changed('buy3point5bps') self.__buy3point5bps = value @property def gs_sustain_region(self) -> str: """Region assigned by GIR ESG SUSTAIN team.""" return self.__gs_sustain_region @gs_sustain_region.setter def gs_sustain_region(self, value: str): self._property_changed('gs_sustain_region') self.__gs_sustain_region = value @property def absolute_return_wtd(self) -> float: """Absolute Return Week to Date.""" return self.__absolute_return_wtd @absolute_return_wtd.setter def absolute_return_wtd(self, value: float): self._property_changed('absolute_return_wtd') self.__absolute_return_wtd = value @property def deployment_id(self) -> float: """Deployment ID.""" return self.__deployment_id @deployment_id.setter def deployment_id(self, value: float): self._property_changed('deployment_id') self.__deployment_id = value @property def asset_parameters_seniority(self) -> str: """The seniority of the bond.""" return self.__asset_parameters_seniority @asset_parameters_seniority.setter def asset_parameters_seniority(self, value: str): self._property_changed('asset_parameters_seniority') self.__asset_parameters_seniority = value @property def ask_spread(self) -> float: """Spread between the yields of a debt security and its benchmark when both are purchased at ask price.""" return self.__ask_spread @ask_spread.setter def ask_spread(self, value: float): self._property_changed('ask_spread') self.__ask_spread = value @property def flow(self) -> float: """Flow of the fund.""" return self.__flow @flow.setter def flow(self, value: float): self._property_changed('flow') self.__flow = value @property def future_month_h26(self) -> float: """Commods future month code.""" return self.__future_month_h26 @future_month_h26.setter def future_month_h26(self, value: float): self._property_changed('future_month_h26') self.__future_month_h26 = value @property def loan_rebate(self) -> float: """Rebate paid back to a securities lending borrower.""" return self.__loan_rebate @loan_rebate.setter def loan_rebate(self, value: float): self._property_changed('loan_rebate') self.__loan_rebate = value @property def future_month_h25(self) -> float: """Commods future month code.""" return self.__future_month_h25 @future_month_h25.setter def future_month_h25(self, value: float): self._property_changed('future_month_h25') self.__future_month_h25 = value @property def period(self) -> str: """Period for the relevant metric, such as 1y (1 year).""" return self.__period @period.setter def period(self, value: str): self._property_changed('period') self.__period = value @property def index_create_source(self) -> str: """Source of basket creation""" return self.__index_create_source @index_create_source.setter def index_create_source(self, value: str): self._property_changed('index_create_source') self.__index_create_source = value @property def future_month_h24(self) -> float: """Commods future month code.""" return self.__future_month_h24 @future_month_h24.setter def future_month_h24(self, value: float): self._property_changed('future_month_h24') self.__future_month_h24 = value @property def future_month_h23(self) -> float: """Commods future month code.""" return self.__future_month_h23 @future_month_h23.setter def future_month_h23(self, value: float): self._property_changed('future_month_h23') self.__future_month_h23 = value @property def future_month_h22(self) -> float: """Commods future month code.""" return self.__future_month_h22 @future_month_h22.setter def future_month_h22(self, value: float): self._property_changed('future_month_h22') self.__future_month_h22 = value @property def future_month_h21(self) -> float: """Commods future month code.""" return self.__future_month_h21 @future_month_h21.setter def future_month_h21(self, value: float): self._property_changed('future_month_h21') self.__future_month_h21 = value @property def non_usd_ois(self) -> float: """Non USD Currency Ois rate. Feature applied only to Xccy curves.""" return self.__non_usd_ois @non_usd_ois.setter def non_usd_ois(self, value: float): self._property_changed('non_usd_ois') self.__non_usd_ois = value @property def real_twi_contribution(self) -> float: """Contribution of real trade weighted exchange rate index component to real FCI.""" return self.__real_twi_contribution @real_twi_contribution.setter def real_twi_contribution(self, value: float): self._property_changed('real_twi_contribution') self.__real_twi_contribution = value @property def mkt_asset(self) -> str: """The MDAPI Asset (e.g. USD, USD/EUR).""" return self.__mkt_asset @mkt_asset.setter def mkt_asset(self, value: str): self._property_changed('mkt_asset') self.__mkt_asset = value @property def leg2_index_location(self) -> str: """Location of leg.""" return self.__leg2_index_location @leg2_index_location.setter def leg2_index_location(self, value: str): self._property_changed('leg2_index_location') self.__leg2_index_location = value @property def twap_unrealized_bps(self) -> float: """Consolidated unrealised performance vs TWAP In Limit, in bps.""" return self.__twap_unrealized_bps @twap_unrealized_bps.setter def twap_unrealized_bps(self, value: float): self._property_changed('twap_unrealized_bps') self.__twap_unrealized_bps = value @property def last_updated_message(self) -> str: """Last Updated Message.""" return self.__last_updated_message @last_updated_message.setter def last_updated_message(self, value: str): self._property_changed('last_updated_message') self.__last_updated_message = value @property def loan_value(self) -> float: """The value of the securities or cash delivered by a borrower to a lender to support a loan of securities.""" return self.__loan_value @loan_value.setter def loan_value(self, value: float): self._property_changed('loan_value') self.__loan_value = value @property def option_adjusted_ois_spread(self) -> float: """Option adjusted OIS spread.""" return self.__option_adjusted_ois_spread @option_adjusted_ois_spread.setter def option_adjusted_ois_spread(self, value: float): self._property_changed('option_adjusted_ois_spread') self.__option_adjusted_ois_spread = value @property def total_return_price(self) -> float: """The total return price of an instrument.""" return self.__total_return_price @total_return_price.setter def total_return_price(self, value: float): self._property_changed('total_return_price') self.__total_return_price = value @property def weighted_percent_in_model(self) -> float: """Weighted percent of constituent in risk model.""" return self.__weighted_percent_in_model @weighted_percent_in_model.setter def weighted_percent_in_model(self, value: float): self._property_changed('weighted_percent_in_model') self.__weighted_percent_in_model = value @property def init_loan_spread_required(self) -> float: """The minimum spread requirement for a securities lending loan on the day of loan initiation.""" return self.__init_loan_spread_required @init_loan_spread_required.setter def init_loan_spread_required(self, value: float): self._property_changed('init_loan_spread_required') self.__init_loan_spread_required = value @property def election_period(self) -> str: """Period of election.""" return self.__election_period @election_period.setter def election_period(self, value: str): self._property_changed('election_period') self.__election_period = value @property def funding_ask_price(self) -> float: """Latest Ask Price (price offering to sell).""" return self.__funding_ask_price @funding_ask_price.setter def funding_ask_price(self, value: float): self._property_changed('funding_ask_price') self.__funding_ask_price = value @property def historical_beta(self) -> float: """Historical beta.""" return self.__historical_beta @historical_beta.setter def historical_beta(self, value: float): self._property_changed('historical_beta') self.__historical_beta = value @property def bond_risk_premium_index(self) -> float: """Bond risk premium index: difference between growth rate forecast and 10y treasury yield.""" return self.__bond_risk_premium_index @bond_risk_premium_index.setter def bond_risk_premium_index(self, value: float): self._property_changed('bond_risk_premium_index') self.__bond_risk_premium_index = value @property def hit_rate_ytd(self) -> float: """Hit Rate Ratio Year to Date.""" return self.__hit_rate_ytd @hit_rate_ytd.setter def hit_rate_ytd(self, value: float): self._property_changed('hit_rate_ytd') self.__hit_rate_ytd = value @property def gir_gsdeer_gsfeer(self) -> float: """GSDEER and GSFEER quarterly estimates for currency fair values made by Global Investment Research (GIR) macro analysts.""" return self.__gir_gsdeer_gsfeer @gir_gsdeer_gsfeer.setter def gir_gsdeer_gsfeer(self, value: float): self._property_changed('gir_gsdeer_gsfeer') self.__gir_gsdeer_gsfeer = value @property def num_units(self) -> float: """Units.""" return self.__num_units @num_units.setter def num_units(self, value: float): self._property_changed('num_units') self.__num_units = value @property def asset_parameters_receiver_frequency(self) -> str: """Tenor""" return self.__asset_parameters_receiver_frequency @asset_parameters_receiver_frequency.setter def asset_parameters_receiver_frequency(self, value: str): self._property_changed('asset_parameters_receiver_frequency') self.__asset_parameters_receiver_frequency = value @property def expense_ratio_gross_bps(self) -> float: """Gives basis point measure of management fee.""" return self.__expense_ratio_gross_bps @expense_ratio_gross_bps.setter def expense_ratio_gross_bps(self, value: float): self._property_changed('expense_ratio_gross_bps') self.__expense_ratio_gross_bps = value @property def relative_payoff_wtd(self) -> float: """Total win divided by total loss Week to date.""" return self.__relative_payoff_wtd @relative_payoff_wtd.setter def relative_payoff_wtd(self, value: float): self._property_changed('relative_payoff_wtd') self.__relative_payoff_wtd = value @property def ctd_price(self) -> float: """Price of cheapest to deliver bond.""" return self.__ctd_price @ctd_price.setter def ctd_price(self, value: float): self._property_changed('ctd_price') self.__ctd_price = value @property def pace_of_roll_now(self) -> float: """The pace of the roll as of the pricing date.""" return self.__pace_of_roll_now @pace_of_roll_now.setter def pace_of_roll_now(self, value: float): self._property_changed('pace_of_roll_now') self.__pace_of_roll_now = value @property def product(self) -> str: """The asset, reference asset, or reference obligation for payments of a party???s obligations under the SB swap transaction reference.""" return self.__product @product.setter def product(self, value: str): self._property_changed('product') self.__product = value @property def leg2_return_type(self) -> str: """Indication if return of leg 2 is total.""" return self.__leg2_return_type @leg2_return_type.setter def leg2_return_type(self, value: str): self._property_changed('leg2_return_type') self.__leg2_return_type = value @property def agent_lender_fee(self) -> float: """Fee earned by the Agent Lender for facilitating a securities lending agreement.""" return self.__agent_lender_fee @agent_lender_fee.setter def agent_lender_fee(self, value: float): self._property_changed('agent_lender_fee') self.__agent_lender_fee = value @property def dissemination_id(self) -> str: """DDR generated unique and random ID for reconciliation purpose.""" return self.__dissemination_id @dissemination_id.setter def dissemination_id(self, value: str): self._property_changed('dissemination_id') self.__dissemination_id = value @property def option_strike_price(self) -> float: """Strike price of the option. Also called option level.""" return self.__option_strike_price @option_strike_price.setter def option_strike_price(self, value: float): self._property_changed('option_strike_price') self.__option_strike_price = value @property def precipitation_type(self) -> str: """The type of precipitation required: Rain or snow etc.""" return self.__precipitation_type @precipitation_type.setter def precipitation_type(self, value: str): self._property_changed('precipitation_type') self.__precipitation_type = value @property def lower_bound(self) -> float: """Lower bound value.""" return self.__lower_bound @lower_bound.setter def lower_bound(self, value: float): self._property_changed('lower_bound') self.__lower_bound = value @property def arrival_mid_normalized(self) -> float: """Performance against Benchmark in pip.""" return self.__arrival_mid_normalized @arrival_mid_normalized.setter def arrival_mid_normalized(self, value: float): self._property_changed('arrival_mid_normalized') self.__arrival_mid_normalized = value @property def underlying_asset2(self) -> str: """Same as Underlying Asset 1 if populated.""" return self.__underlying_asset2 @underlying_asset2.setter def underlying_asset2(self, value: str): self._property_changed('underlying_asset2') self.__underlying_asset2 = value @property def underlying_asset1(self) -> str: """The asset, reference asset, or reference obligation for payments of a party???s obligations under the SB swap transaction reference.""" return self.__underlying_asset1 @underlying_asset1.setter def underlying_asset1(self, value: str): self._property_changed('underlying_asset1') self.__underlying_asset1 = value @property def legal_entity(self) -> str: """Entity that has legal rights to the fund.""" return self.__legal_entity @legal_entity.setter def legal_entity(self, value: str): self._property_changed('legal_entity') self.__legal_entity = value @property def performance_fee(self) -> Union[Op, float]: return self.__performance_fee @performance_fee.setter def performance_fee(self, value: Union[Op, float]): self._property_changed('performance_fee') self.__performance_fee = value @property def order_state(self) -> str: """State of an order.""" return self.__order_state @order_state.setter def order_state(self, value: str): self._property_changed('order_state') self.__order_state = value @property def actual_data_quality(self) -> float: """Actual data quality level.""" return self.__actual_data_quality @actual_data_quality.setter def actual_data_quality(self, value: float): self._property_changed('actual_data_quality') self.__actual_data_quality = value @property def index_ratio(self) -> float: """Latest Bid Price (price willing to buy).""" return self.__index_ratio @index_ratio.setter def index_ratio(self, value: float): self._property_changed('index_ratio') self.__index_ratio = value @property def queue_in_lots_label(self): return self.__queue_in_lots_label @queue_in_lots_label.setter def queue_in_lots_label(self, value): self._property_changed('queue_in_lots_label') self.__queue_in_lots_label = value @property def adv10_day_pct(self) -> float: """Median number of shares or units of a given asset traded over a 10 day period.""" return self.__adv10_day_pct @adv10_day_pct.setter def adv10_day_pct(self, value: float): self._property_changed('adv10_day_pct') self.__adv10_day_pct = value @property def long_conviction_medium(self) -> float: """The count of long ideas with medium conviction.""" return self.__long_conviction_medium @long_conviction_medium.setter def long_conviction_medium(self, value: float): self._property_changed('long_conviction_medium') self.__long_conviction_medium = value @property def relative_hit_rate_wtd(self) -> float: """Hit Rate Ratio Week to Date.""" return self.__relative_hit_rate_wtd @relative_hit_rate_wtd.setter def relative_hit_rate_wtd(self, value: float): self._property_changed('relative_hit_rate_wtd') self.__relative_hit_rate_wtd = value @property def daily_tracking_error(self) -> float: """Daily tracking error.""" return self.__daily_tracking_error @daily_tracking_error.setter def daily_tracking_error(self, value: float): self._property_changed('daily_tracking_error') self.__daily_tracking_error = value @property def sell140cents(self) -> float: """The amount GS would sell for 140 cents charge.""" return self.__sell140cents @sell140cents.setter def sell140cents(self, value: float): self._property_changed('sell140cents') self.__sell140cents = value @property def sell10bps(self) -> float: """The amount GS would sell for 10 bps charge.""" return self.__sell10bps @sell10bps.setter def sell10bps(self, value: float): self._property_changed('sell10bps') self.__sell10bps = value @property def aggressive_offset_from_last(self) -> float: """TBD.""" return self.__aggressive_offset_from_last @aggressive_offset_from_last.setter def aggressive_offset_from_last(self, value: float): self._property_changed('aggressive_offset_from_last') self.__aggressive_offset_from_last = value @property def longitude(self) -> float: """Longitude.""" return self.__longitude @longitude.setter def longitude(self, value: float): self._property_changed('longitude') self.__longitude = value @property def new_icu(self) -> float: """Number of new patients hospitalized in ICU.""" return self.__new_icu @new_icu.setter def new_icu(self, value: float): self._property_changed('new_icu') self.__new_icu = value @property def market_cap(self) -> float: """Market capitalization of a given asset in denominated currency.""" return self.__market_cap @market_cap.setter def market_cap(self, value: float): self._property_changed('market_cap') self.__market_cap = value @property def weighted_average_mid(self) -> float: """Weighted Average Mid.""" return self.__weighted_average_mid @weighted_average_mid.setter def weighted_average_mid(self, value: float): self._property_changed('weighted_average_mid') self.__weighted_average_mid = value @property def cluster_region(self): return self.__cluster_region @cluster_region.setter def cluster_region(self, value): self._property_changed('cluster_region') self.__cluster_region = value @property def valoren(self) -> str: """Valoren or VALOR number, Swiss primary security identifier (subject to licensing).""" return self.__valoren @valoren.setter def valoren(self, value: str): self._property_changed('valoren') self.__valoren = value @property def average_execution_price(self) -> float: """The average execution price of the order.""" return self.__average_execution_price @average_execution_price.setter def average_execution_price(self, value: float): self._property_changed('average_execution_price') self.__average_execution_price = value @property def proceeds_asset_ois_swap_spread1m(self) -> float: """Proceeds Asset OIS Swap Spread 1m.""" return self.__proceeds_asset_ois_swap_spread1m @proceeds_asset_ois_swap_spread1m.setter def proceeds_asset_ois_swap_spread1m(self, value: float): self._property_changed('proceeds_asset_ois_swap_spread1m') self.__proceeds_asset_ois_swap_spread1m = value @property def payoff_wtd(self) -> float: """Total win divided by total loss Week to date.""" return self.__payoff_wtd @payoff_wtd.setter def payoff_wtd(self, value: float): self._property_changed('payoff_wtd') self.__payoff_wtd = value @property def basis(self) -> float: """Spread to be added to the shorter tenor leg for the swap to be ATM.""" return self.__basis @basis.setter def basis(self, value: float): self._property_changed('basis') self.__basis = value @property def investment_rate_trend(self) -> float: """The day over day trend of the rate of return on an investment.""" return self.__investment_rate_trend @investment_rate_trend.setter def investment_rate_trend(self, value: float): self._property_changed('investment_rate_trend') self.__investment_rate_trend = value @property def gross_investment_mtd(self) -> float: """Total gross investment Month to date.""" return self.__gross_investment_mtd @gross_investment_mtd.setter def gross_investment_mtd(self, value: float): self._property_changed('gross_investment_mtd') self.__gross_investment_mtd = value @property def hedge_id(self) -> str: """Marquee unique identifier for a hedge.""" return self.__hedge_id @hedge_id.setter def hedge_id(self, value: str): self._property_changed('hedge_id') self.__hedge_id = value @property def sharpe_mtd(self) -> float: """Sharpe ratio Month to date.""" return self.__sharpe_mtd @sharpe_mtd.setter def sharpe_mtd(self, value: float): self._property_changed('sharpe_mtd') self.__sharpe_mtd = value @property def tcm_cost_horizon8_day(self) -> float: """TCM cost with a 8 day time horizon.""" return self.__tcm_cost_horizon8_day @tcm_cost_horizon8_day.setter def tcm_cost_horizon8_day(self, value: float): self._property_changed('tcm_cost_horizon8_day') self.__tcm_cost_horizon8_day = value @property def residual_variance(self) -> float: """Residual variance.""" return self.__residual_variance @residual_variance.setter def residual_variance(self, value: float): self._property_changed('residual_variance') self.__residual_variance = value @property def restrict_internal_derived_data(self) -> bool: """Restricts Ability to Use Internally as Part of Derived Data.""" return self.__restrict_internal_derived_data @restrict_internal_derived_data.setter def restrict_internal_derived_data(self, value: bool): self._property_changed('restrict_internal_derived_data') self.__restrict_internal_derived_data = value @property def adv5_day_pct(self) -> float: """Median number of shares or units of a given asset traded over a 5 day period.""" return self.__adv5_day_pct @adv5_day_pct.setter def adv5_day_pct(self, value: float): self._property_changed('adv5_day_pct') self.__adv5_day_pct = value @property def midpoint_fills_percentage(self) -> float: """Percent of total order filled at midpoint .""" return self.__midpoint_fills_percentage @midpoint_fills_percentage.setter def midpoint_fills_percentage(self, value: float): self._property_changed('midpoint_fills_percentage') self.__midpoint_fills_percentage = value @property def open_interest(self) -> float: """Measure of level of activity in market.""" return self.__open_interest @open_interest.setter def open_interest(self, value: float): self._property_changed('open_interest') self.__open_interest = value @property def turnover_composite_unadjusted(self) -> float: """Turnover composite not adjusted for corporate actions.""" return self.__turnover_composite_unadjusted @turnover_composite_unadjusted.setter def turnover_composite_unadjusted(self, value: float): self._property_changed('turnover_composite_unadjusted') self.__turnover_composite_unadjusted = value @property def fwd_points(self) -> float: """Forward points.""" return self.__fwd_points @fwd_points.setter def fwd_points(self, value: float): self._property_changed('fwd_points') self.__fwd_points = value @property def relative_return_wtd(self) -> float: """Relative Return Week to Date.""" return self.__relative_return_wtd @relative_return_wtd.setter def relative_return_wtd(self, value: float): self._property_changed('relative_return_wtd') self.__relative_return_wtd = value @property def units(self) -> str: """Units for series.""" return self.__units @units.setter def units(self, value: str): self._property_changed('units') self.__units = value @property def payer_rate_option(self) -> str: """The underlying benchmark for the payer, e.g. USD-LIBOR-BBA, EUR-EURIBOR- TELERATE.""" return self.__payer_rate_option @payer_rate_option.setter def payer_rate_option(self, value: str): self._property_changed('payer_rate_option') self.__payer_rate_option = value @property def asset_classifications_risk_country_name(self) -> str: """Risk country.""" return self.__asset_classifications_risk_country_name @asset_classifications_risk_country_name.setter def asset_classifications_risk_country_name(self, value: str): self._property_changed('asset_classifications_risk_country_name') self.__asset_classifications_risk_country_name = value @property def ext_mkt_point3(self) -> str: """Third dimension of external MDAPI Point.""" return self.__ext_mkt_point3 @ext_mkt_point3.setter def ext_mkt_point3(self, value: str): self._property_changed('ext_mkt_point3') self.__ext_mkt_point3 = value @property def matched_maturity_swap_spread(self) -> float: """Spread between a Matched Maturity Swap Rate and the yield of the bond.""" return self.__matched_maturity_swap_spread @matched_maturity_swap_spread.setter def matched_maturity_swap_spread(self, value: float): self._property_changed('matched_maturity_swap_spread') self.__matched_maturity_swap_spread = value @property def city_name(self) -> str: """Name of city.""" return self.__city_name @city_name.setter def city_name(self, value: str): self._property_changed('city_name') self.__city_name = value @property def hourly_bucket(self) -> str: """Bucket denoting hour of the day.""" return self.__hourly_bucket @hourly_bucket.setter def hourly_bucket(self, value: str): self._property_changed('hourly_bucket') self.__hourly_bucket = value @property def average_implied_volatility(self) -> float: """Average volatility of an asset implied by observations of market prices.""" return self.__average_implied_volatility @average_implied_volatility.setter def average_implied_volatility(self, value: float): self._property_changed('average_implied_volatility') self.__average_implied_volatility = value @property def total_hospitalized_with_symptoms(self) -> float: """Total number of hospitalized cases due to symptoms, but not in ICU.""" return self.__total_hospitalized_with_symptoms @total_hospitalized_with_symptoms.setter def total_hospitalized_with_symptoms(self, value: float): self._property_changed('total_hospitalized_with_symptoms') self.__total_hospitalized_with_symptoms = value @property def days_open_realized_cash(self) -> float: """Realised performance vs Day Open, in USD.""" return self.__days_open_realized_cash @days_open_realized_cash.setter def days_open_realized_cash(self, value: float): self._property_changed('days_open_realized_cash') self.__days_open_realized_cash = value @property def adjusted_high_price(self) -> float: """Adjusted high level of an asset based on official exchange fixing or calculation agent marked level.""" return self.__adjusted_high_price @adjusted_high_price.setter def adjusted_high_price(self, value: float): self._property_changed('adjusted_high_price') self.__adjusted_high_price = value @property def proceeds_asset_ois_swap_spread(self) -> float: """Proceeds asset OIS swap spread.""" return self.__proceeds_asset_ois_swap_spread @proceeds_asset_ois_swap_spread.setter def proceeds_asset_ois_swap_spread(self, value: float): self._property_changed('proceeds_asset_ois_swap_spread') self.__proceeds_asset_ois_swap_spread = value @property def ext_mkt_point1(self) -> str: """First dimension of external MDAPI Point.""" return self.__ext_mkt_point1 @ext_mkt_point1.setter def ext_mkt_point1(self, value: str): self._property_changed('ext_mkt_point1') self.__ext_mkt_point1 = value @property def direction(self) -> str: """Indicates whether exposure of a given position is long or short.""" return self.__direction @direction.setter def direction(self, value: str): self._property_changed('direction') self.__direction = value @property def ext_mkt_point2(self) -> str: """Second dimension of external MDAPI Point.""" return self.__ext_mkt_point2 @ext_mkt_point2.setter def ext_mkt_point2(self, value: str): self._property_changed('ext_mkt_point2') self.__ext_mkt_point2 = value @property def sub_region_code(self) -> str: """ISO 3166 Sub Region Code.""" return self.__sub_region_code @sub_region_code.setter def sub_region_code(self, value: str): self._property_changed('sub_region_code') self.__sub_region_code = value @property def asset_parameters_fixed_rate(self) -> Union[float, str]: """Strike as value, percent or at-the-money e.g. 62.5, 95%, ATM-25, ATMF, 10/vol, 100k/pv, p=10000, p=10000USD, $200K/BP, or multiple strikes 65.4/-45.8""" return self.__asset_parameters_fixed_rate @asset_parameters_fixed_rate.setter def asset_parameters_fixed_rate(self, value: Union[float, str]): self._property_changed('asset_parameters_fixed_rate') self.__asset_parameters_fixed_rate = value @property def is_estimated_return(self) -> bool: """Whether the return of asset over a given period is an estimate or not.""" return self.__is_estimated_return @is_estimated_return.setter def is_estimated_return(self, value: bool): self._property_changed('is_estimated_return') self.__is_estimated_return = value @property def value_forecast(self) -> str: """Average forecast among a representative group of economists.""" return self.__value_forecast @value_forecast.setter def value_forecast(self, value: str): self._property_changed('value_forecast') self.__value_forecast = value @property def total_icu(self) -> float: """Total number of cases in intensive care.""" return self.__total_icu @total_icu.setter def total_icu(self, value: float): self._property_changed('total_icu') self.__total_icu = value @property def position_source_type(self) -> str: """Source object for position data""" return self.__position_source_type @position_source_type.setter def position_source_type(self, value: str): self._property_changed('position_source_type') self.__position_source_type = value @property def previous_close_unrealized_cash(self) -> float: """Unrealised performance vs Previous Close, in USD.""" return self.__previous_close_unrealized_cash @previous_close_unrealized_cash.setter def previous_close_unrealized_cash(self, value: float): self._property_changed('previous_close_unrealized_cash') self.__previous_close_unrealized_cash = value @property def minimum_denomination(self) -> float: """The lowest denomination of an issue that can be purchased as authorized by the bond documents.""" return self.__minimum_denomination @minimum_denomination.setter def minimum_denomination(self, value: float): self._property_changed('minimum_denomination') self.__minimum_denomination = value @property def future_value_notional(self) -> float: """The future notional value of the asset.""" return self.__future_value_notional @future_value_notional.setter def future_value_notional(self, value: float): self._property_changed('future_value_notional') self.__future_value_notional = value @property def participation_rate(self) -> float: """Executed quantity over market volume (e.g. 5, 10, 20).""" return self.__participation_rate @participation_rate.setter def participation_rate(self, value: float): self._property_changed('participation_rate') self.__participation_rate = value @property def obfr(self) -> float: """The overnight bank funding rate.""" return self.__obfr @obfr.setter def obfr(self, value: float): self._property_changed('obfr') self.__obfr = value @property def buy9point5bps(self) -> float: """The amount GS would buy for 9.5 bps charge.""" return self.__buy9point5bps @buy9point5bps.setter def buy9point5bps(self, value: float): self._property_changed('buy9point5bps') self.__buy9point5bps = value @property def option_lock_period(self) -> str: """An indication of the first allowable exercise date of the option.""" return self.__option_lock_period @option_lock_period.setter def option_lock_period(self, value: str): self._property_changed('option_lock_period') self.__option_lock_period = value @property def es_momentum_percentile(self) -> float: """A percentile that captures a company's E&S momentum ranking within its subsector.""" return self.__es_momentum_percentile @es_momentum_percentile.setter def es_momentum_percentile(self, value: float): self._property_changed('es_momentum_percentile') self.__es_momentum_percentile = value @property def adv_percentage(self) -> float: """Percentage of ADV.""" return self.__adv_percentage @adv_percentage.setter def adv_percentage(self, value: float): self._property_changed('adv_percentage') self.__adv_percentage = value @property def leg1_averaging_method(self) -> str: """Averaging method of leg.""" return self.__leg1_averaging_method @leg1_averaging_method.setter def leg1_averaging_method(self, value: str): self._property_changed('leg1_averaging_method') self.__leg1_averaging_method = value @property def turnover_composite(self) -> float: """Turnover composite.""" return self.__turnover_composite @turnover_composite.setter def turnover_composite(self, value: float): self._property_changed('turnover_composite') self.__turnover_composite = value @property def forecast_date(self) -> datetime.date: """Date of forecasted electricity loads.""" return self.__forecast_date @forecast_date.setter def forecast_date(self, value: datetime.date): self._property_changed('forecast_date') self.__forecast_date = value @property def internal_index_calc_region(self) -> str: """Classification for the asset based on index calculation region""" return self.__internal_index_calc_region @internal_index_calc_region.setter def internal_index_calc_region(self, value: str): self._property_changed('internal_index_calc_region') self.__internal_index_calc_region = value @property def position_type(self) -> str: """Type of positions.""" return self.__position_type @position_type.setter def position_type(self, value: str): self._property_changed('position_type') self.__position_type = value @property def sub_asset_class(self) -> str: """An indication of the sub asset class.""" return self.__sub_asset_class @sub_asset_class.setter def sub_asset_class(self, value: str): self._property_changed('sub_asset_class') self.__sub_asset_class = value @property def short_interest(self) -> float: """Short interest value.""" return self.__short_interest @short_interest.setter def short_interest(self, value: float): self._property_changed('short_interest') self.__short_interest = value @property def reference_period(self) -> str: """The period for which released data refers to.""" return self.__reference_period @reference_period.setter def reference_period(self, value: str): self._property_changed('reference_period') self.__reference_period = value @property def adjusted_volume(self) -> float: """Accumulated number of shares, lots or contracts traded according to the market convention adjusted for corporate actions.""" return self.__adjusted_volume @adjusted_volume.setter def adjusted_volume(self, value: float): self._property_changed('adjusted_volume') self.__adjusted_volume = value @property def ctd_fwd_yield(self) -> float: """Cheapest to deliver bond fwd yield.""" return self.__ctd_fwd_yield @ctd_fwd_yield.setter def ctd_fwd_yield(self, value: float): self._property_changed('ctd_fwd_yield') self.__ctd_fwd_yield = value @property def sec_db(self) -> str: """Internal Goldman Sachs security database location for the asset.""" return self.__sec_db @sec_db.setter def sec_db(self, value: str): self._property_changed('sec_db') self.__sec_db = value @property def memory_used(self) -> float: """Total memory used by tickserver.""" return self.__memory_used @memory_used.setter def memory_used(self, value: float): self._property_changed('memory_used') self.__memory_used = value @property def bpe_quality_stars(self) -> float: """Confidence in the BPE.""" return self.__bpe_quality_stars @bpe_quality_stars.setter def bpe_quality_stars(self, value: float): self._property_changed('bpe_quality_stars') self.__bpe_quality_stars = value @property def ctd(self) -> str: """Description of cheapest to deliver bond.""" return self.__ctd @ctd.setter def ctd(self, value: str): self._property_changed('ctd') self.__ctd = value @property def intended_participation_rate(self) -> float: """Intended participation rate.""" return self.__intended_participation_rate @intended_participation_rate.setter def intended_participation_rate(self, value: float): self._property_changed('intended_participation_rate') self.__intended_participation_rate = value @property def leg1_payment_type(self) -> str: """Type of payment stream on leg 1.""" return self.__leg1_payment_type @leg1_payment_type.setter def leg1_payment_type(self, value: str): self._property_changed('leg1_payment_type') self.__leg1_payment_type = value @property def trading_pnl(self) -> float: """Trading Profit and Loss (PNL).""" return self.__trading_pnl @trading_pnl.setter def trading_pnl(self, value: float): self._property_changed('trading_pnl') self.__trading_pnl = value @property def collateral_value_required(self) -> float: """Value of collateral required to cover a given position.""" return self.__collateral_value_required @collateral_value_required.setter def collateral_value_required(self, value: float): self._property_changed('collateral_value_required') self.__collateral_value_required = value @property def buy45bps(self) -> float: """The amount GS would buy for 45 bps charge.""" return self.__buy45bps @buy45bps.setter def buy45bps(self, value: float): self._property_changed('buy45bps') self.__buy45bps = value @property def price_to_earnings_positive(self) -> float: """Price to earnings positive.""" return self.__price_to_earnings_positive @price_to_earnings_positive.setter def price_to_earnings_positive(self, value: float): self._property_changed('price_to_earnings_positive') self.__price_to_earnings_positive = value @property def forecast(self) -> float: """Forward FX forecast.""" return self.__forecast @forecast.setter def forecast(self, value: float): self._property_changed('forecast') self.__forecast = value @property def forecast_value(self) -> float: """Forecast value.""" return self.__forecast_value @forecast_value.setter def forecast_value(self, value: float): self._property_changed('forecast_value') self.__forecast_value = value @property def pnl(self) -> float: """Profit and Loss.""" return self.__pnl @pnl.setter def pnl(self, value: float): self._property_changed('pnl') self.__pnl = value @property def volume_in_limit(self) -> float: """Consolidated Volume In Limit.""" return self.__volume_in_limit @volume_in_limit.setter def volume_in_limit(self, value: float): self._property_changed('volume_in_limit') self.__volume_in_limit = value @property def is_territory(self) -> bool: """Whether or not a territory.""" return self.__is_territory @is_territory.setter def is_territory(self, value: bool): self._property_changed('is_territory') self.__is_territory = value @property def leg2_delivery_point(self) -> str: """Delivery point of leg.""" return self.__leg2_delivery_point @leg2_delivery_point.setter def leg2_delivery_point(self, value: str): self._property_changed('leg2_delivery_point') self.__leg2_delivery_point = value @property def tcm_cost_horizon4_day(self) -> float: """TCM cost with a 4 day time horizon.""" return self.__tcm_cost_horizon4_day @tcm_cost_horizon4_day.setter def tcm_cost_horizon4_day(self, value: float): self._property_changed('tcm_cost_horizon4_day') self.__tcm_cost_horizon4_day = value @property def styles(self) -> Tuple[Tuple[str, ...], ...]: """Styles or themes associated with the asset (max 50)""" return self.__styles @styles.setter def styles(self, value: Tuple[Tuple[str, ...], ...]): self._property_changed('styles') self.__styles = value @property def short_name(self) -> str: """Short name.""" return self.__short_name @short_name.setter def short_name(self, value: str): self._property_changed('short_name') self.__short_name = value @property def reset_frequency1(self) -> str: """An integer multiplier of a period describing how often the parties to an SB swap transaction shall evaluate and, when applicable, change the price used for the underlying assets of the swap transaction. Such reset frequency may be described as one letter preceded by an integer.""" return self.__reset_frequency1 @reset_frequency1.setter def reset_frequency1(self, value: str): self._property_changed('reset_frequency1') self.__reset_frequency1 = value @property def buy4bps(self) -> float: """The amount GS would buy for 4 bps charge.""" return self.__buy4bps @buy4bps.setter def buy4bps(self, value: float): self._property_changed('buy4bps') self.__buy4bps = value @property def reset_frequency2(self) -> str: """Same as Reset Frequency 1.""" return self.__reset_frequency2 @reset_frequency2.setter def reset_frequency2(self, value: str): self._property_changed('reset_frequency2') self.__reset_frequency2 = value @property def other_price_term(self) -> str: """An indication that the publicly reportable SB swap transaction has one or more additional term(s) or provision(s), other than those listed in the required real-time data fields, that materially affect(s) the price of the swap transaction.""" return self.__other_price_term @other_price_term.setter def other_price_term(self, value: str): self._property_changed('other_price_term') self.__other_price_term = value @property def bid_gspread(self) -> float: """Bid G spread.""" return self.__bid_gspread @bid_gspread.setter def bid_gspread(self, value: float): self._property_changed('bid_gspread') self.__bid_gspread = value @property def open_price(self) -> float: """Opening level of an asset based on official exchange fixing or calculation agent marked level.""" return self.__open_price @open_price.setter def open_price(self, value: float): self._property_changed('open_price') self.__open_price = value @property def ps_id(self) -> str: """Platts Symbol.""" return self.__ps_id @ps_id.setter def ps_id(self, value: str): self._property_changed('ps_id') self.__ps_id = value @property def hit_rate_mtd(self) -> float: """Hit Rate Ratio Month to Date.""" return self.__hit_rate_mtd @hit_rate_mtd.setter def hit_rate_mtd(self, value: float): self._property_changed('hit_rate_mtd') self.__hit_rate_mtd = value @property def fair_volatility(self) -> float: """Strike in volatility terms, calculated as square root of fair variance.""" return self.__fair_volatility @fair_volatility.setter def fair_volatility(self, value: float): self._property_changed('fair_volatility') self.__fair_volatility = value @property def dollar_cross(self) -> str: """USD cross symbol for a particular currency.""" return self.__dollar_cross @dollar_cross.setter def dollar_cross(self, value: str): self._property_changed('dollar_cross') self.__dollar_cross = value @property def portfolio_type(self) -> str: """Portfolio type differentiates the portfolio categorization""" return self.__portfolio_type @portfolio_type.setter def portfolio_type(self, value: str): self._property_changed('portfolio_type') self.__portfolio_type = value @property def currency(self) -> str: """Currency, ISO 4217 currency code or exchange quote modifier (e.g. GBP vs GBp)""" return self.__currency @currency.setter def currency(self, value: str): self._property_changed('currency') self.__currency = value @property def cluster_class(self) -> str: """The Cluster the stock belongs to on the particular date. The cluster class will be assigned to a value between 1 and 13 (inclusive).""" return self.__cluster_class @cluster_class.setter def cluster_class(self, value: str): self._property_changed('cluster_class') self.__cluster_class = value @property def sell50bps(self) -> float: """The amount GS would sell for 50 bps charge.""" return self.__sell50bps @sell50bps.setter def sell50bps(self, value: float): self._property_changed('sell50bps') self.__sell50bps = value @property def future_month_m21(self) -> float: """Commods future month code.""" return self.__future_month_m21 @future_month_m21.setter def future_month_m21(self, value: float): self._property_changed('future_month_m21') self.__future_month_m21 = value @property def bid_size(self) -> float: """The number of shares, lots, or contracts willing to buy at the Bid price.""" return self.__bid_size @bid_size.setter def bid_size(self, value: float): self._property_changed('bid_size') self.__bid_size = value @property def arrival_mid(self) -> float: """Arrival Mid Price.""" return self.__arrival_mid @arrival_mid.setter def arrival_mid(self, value: float): self._property_changed('arrival_mid') self.__arrival_mid = value @property def asset_parameters_exchange_currency(self) -> str: """Currency, ISO 4217 currency code or exchange quote modifier (e.g. GBP vs GBp)""" return self.__asset_parameters_exchange_currency @asset_parameters_exchange_currency.setter def asset_parameters_exchange_currency(self, value: str): self._property_changed('asset_parameters_exchange_currency') self.__asset_parameters_exchange_currency = value @property def candidate_name(self) -> str: """Name of candidate in election.""" return self.__candidate_name @candidate_name.setter def candidate_name(self, value: str): self._property_changed('candidate_name') self.__candidate_name = value @property def implied_lognormal_volatility(self) -> float: """Market implied volatility measured using a lognormal model in percent/year.""" return self.__implied_lognormal_volatility @implied_lognormal_volatility.setter def implied_lognormal_volatility(self, value: float): self._property_changed('implied_lognormal_volatility') self.__implied_lognormal_volatility = value @property def vwap_in_limit_unrealized_cash(self) -> float: """Consolidated unrealised performance vs VWAP In Limit, in USD.""" return self.__vwap_in_limit_unrealized_cash @vwap_in_limit_unrealized_cash.setter def vwap_in_limit_unrealized_cash(self, value: float): self._property_changed('vwap_in_limit_unrealized_cash') self.__vwap_in_limit_unrealized_cash = value @property def rating_moodys(self) -> str: """Bond rating from Moody's.""" return self.__rating_moodys @rating_moodys.setter def rating_moodys(self, value: str): self._property_changed('rating_moodys') self.__rating_moodys = value @property def future_month_m26(self) -> float: """Commods future month code.""" return self.__future_month_m26 @future_month_m26.setter def future_month_m26(self, value: float): self._property_changed('future_month_m26') self.__future_month_m26 = value @property def future_month_m25(self) -> float: """Commods future month code.""" return self.__future_month_m25 @future_month_m25.setter def future_month_m25(self, value: float): self._property_changed('future_month_m25') self.__future_month_m25 = value @property def future_month_m24(self) -> float: """Commods future month code.""" return self.__future_month_m24 @future_month_m24.setter def future_month_m24(self, value: float): self._property_changed('future_month_m24') self.__future_month_m24 = value @property def future_month_m23(self) -> float: """Commods future month code.""" return self.__future_month_m23 @future_month_m23.setter def future_month_m23(self, value: float): self._property_changed('future_month_m23') self.__future_month_m23 = value @property def future_month_m22(self) -> float: """Commods future month code.""" return self.__future_month_m22 @future_month_m22.setter def future_month_m22(self, value: float): self._property_changed('future_month_m22') self.__future_month_m22 = value @property def flow_pct(self) -> float: """Percent of flow of the fund.""" return self.__flow_pct @flow_pct.setter def flow_pct(self, value: float): self._property_changed('flow_pct') self.__flow_pct = value @property def source(self) -> str: """Source of data.""" return self.__source @source.setter def source(self, value: str): self._property_changed('source') self.__source = value @property def asset_classifications_country_code(self) -> str: """Country code (ISO 3166).""" return self.__asset_classifications_country_code @asset_classifications_country_code.setter def asset_classifications_country_code(self, value: str): self._property_changed('asset_classifications_country_code') self.__asset_classifications_country_code = value @property def settle_drop(self) -> float: """Latest Bid Price (price willing to buy).""" return self.__settle_drop @settle_drop.setter def settle_drop(self, value: float): self._property_changed('settle_drop') self.__settle_drop = value @property def data_set_sub_category(self) -> str: """Second level grouping of dataset.""" return self.__data_set_sub_category @data_set_sub_category.setter def data_set_sub_category(self, value: str): self._property_changed('data_set_sub_category') self.__data_set_sub_category = value @property def sell9point5bps(self) -> float: """The amount GS would sell for 9.5 bps charge.""" return self.__sell9point5bps @sell9point5bps.setter def sell9point5bps(self, value: float): self._property_changed('sell9point5bps') self.__sell9point5bps = value @property def quantity_bucket(self) -> str: """Range of pricing hours.""" return self.__quantity_bucket @quantity_bucket.setter def quantity_bucket(self, value: str): self._property_changed('quantity_bucket') self.__quantity_bucket = value @property def option_style_sdr(self) -> str: """Style of the option.""" return self.__option_style_sdr @option_style_sdr.setter def option_style_sdr(self, value: str): self._property_changed('option_style_sdr') self.__option_style_sdr = value @property def oe_name(self) -> str: """Name of user's organization.""" return self.__oe_name @oe_name.setter def oe_name(self, value: str): self._property_changed('oe_name') self.__oe_name = value @property def given(self) -> float: """Number of trades given.""" return self.__given @given.setter def given(self, value: float): self._property_changed('given') self.__given = value @property def leg2_day_count_convention(self) -> str: """The determination of how interest accrues over time for the SB swap.""" return self.__leg2_day_count_convention @leg2_day_count_convention.setter def leg2_day_count_convention(self, value: str): self._property_changed('leg2_day_count_convention') self.__leg2_day_count_convention = value @property def liquidity_score_sell(self) -> float: """The liquidity score assigned to selling the bond.""" return self.__liquidity_score_sell @liquidity_score_sell.setter def liquidity_score_sell(self, value: float): self._property_changed('liquidity_score_sell') self.__liquidity_score_sell = value @property def delisting_date(self) -> str: """Date at which the entity is delisted.""" return self.__delisting_date @delisting_date.setter def delisting_date(self, value: str): self._property_changed('delisting_date') self.__delisting_date = value @property def weight(self) -> float: """Weight of a given position within a portfolio, by default calcualted as netWeight.""" return self.__weight @weight.setter def weight(self, value: float): self._property_changed('weight') self.__weight = value @property def accrued_interest(self) -> float: """The accrued interest paid on the bond.""" return self.__accrued_interest @accrued_interest.setter def accrued_interest(self, value: float): self._property_changed('accrued_interest') self.__accrued_interest = value @property def business_scope(self) -> str: """Business/Product Scope.""" return self.__business_scope @business_scope.setter def business_scope(self, value: str): self._property_changed('business_scope') self.__business_scope = value @property def wtd_degree_days(self) -> float: """The actual/forecast value for weighted degree days.""" return self.__wtd_degree_days @wtd_degree_days.setter def wtd_degree_days(self, value: float): self._property_changed('wtd_degree_days') self.__wtd_degree_days = value @property def absolute_weight(self) -> float: """Weight in terms of absolute notional.""" return self.__absolute_weight @absolute_weight.setter def absolute_weight(self, value: float): self._property_changed('absolute_weight') self.__absolute_weight = value @property def measure(self) -> str: """A calculated metric in the risk scenario.""" return self.__measure @measure.setter def measure(self, value: str): self._property_changed('measure') self.__measure = value @property def temperature_hourly_forecast(self) -> float: """The hourly forecast value for temperature in Fahrenheit.""" return self.__temperature_hourly_forecast @temperature_hourly_forecast.setter def temperature_hourly_forecast(self, value: float): self._property_changed('temperature_hourly_forecast') self.__temperature_hourly_forecast = value @property def iceberg_tip_rate_type(self) -> str: """The unit associated with an Iceberg tip rate.""" return self.__iceberg_tip_rate_type @iceberg_tip_rate_type.setter def iceberg_tip_rate_type(self, value: str): self._property_changed('iceberg_tip_rate_type') self.__iceberg_tip_rate_type = value @property def sharpe_ytd(self) -> float: """Sharpe ratio Year to date.""" return self.__sharpe_ytd @sharpe_ytd.setter def sharpe_ytd(self, value: float): self._property_changed('sharpe_ytd') self.__sharpe_ytd = value @property def wind_speed_forecast(self) -> float: """The forecast value for wind speed.""" return self.__wind_speed_forecast @wind_speed_forecast.setter def wind_speed_forecast(self, value: float): self._property_changed('wind_speed_forecast') self.__wind_speed_forecast = value @property def gross_investment_ytd(self) -> float: """Total gross investment Year to date.""" return self.__gross_investment_ytd @gross_investment_ytd.setter def gross_investment_ytd(self, value: float): self._property_changed('gross_investment_ytd') self.__gross_investment_ytd = value @property def yield_price(self) -> float: """Yield price.""" return self.__yield_price @yield_price.setter def yield_price(self, value: float): self._property_changed('yield_price') self.__yield_price = value @property def leg1_total_notional_unit(self) -> str: """Unit of reported notional price.""" return self.__leg1_total_notional_unit @leg1_total_notional_unit.setter def leg1_total_notional_unit(self, value: str): self._property_changed('leg1_total_notional_unit') self.__leg1_total_notional_unit = value @property def issue_price(self) -> float: """The price for which the instrument is issued.""" return self.__issue_price @issue_price.setter def issue_price(self, value: float): self._property_changed('issue_price') self.__issue_price = value @property def ask_high(self) -> float: """The highest Ask Price (price offering to sell).""" return self.__ask_high @ask_high.setter def ask_high(self, value: float): self._property_changed('ask_high') self.__ask_high = value @property def expected_data_quality(self) -> float: """Expected data quality level.""" return self.__expected_data_quality @expected_data_quality.setter def expected_data_quality(self, value: float): self._property_changed('expected_data_quality') self.__expected_data_quality = value @property def region_name(self) -> str: """Name of the region for which FCI is calculated ??? Developed Markets, Emerging Markets, Euro Area, Global.""" return self.__region_name @region_name.setter def region_name(self, value: str): self._property_changed('region_name') self.__region_name = value @property def value_revised(self) -> str: """Revised value.""" return self.__value_revised @value_revised.setter def value_revised(self, value: str): self._property_changed('value_revised') self.__value_revised = value @property def discretion_upper_bound(self) -> float: """TThe upper bound of the discretion band as published from the algo.""" return self.__discretion_upper_bound @discretion_upper_bound.setter def discretion_upper_bound(self, value: float): self._property_changed('discretion_upper_bound') self.__discretion_upper_bound = value @property def adjusted_trade_price(self) -> float: """Last trade price or value adjusted for corporate actions.""" return self.__adjusted_trade_price @adjusted_trade_price.setter def adjusted_trade_price(self, value: float): self._property_changed('adjusted_trade_price') self.__adjusted_trade_price = value @property def forecast_time(self) -> datetime.datetime: """Time of forecasted electricity loads (in UTC).""" return self.__forecast_time @forecast_time.setter def forecast_time(self, value: datetime.datetime): self._property_changed('forecast_time') self.__forecast_time = value @property def iso_subdivision_code_alpha2(self) -> str: """ISO 3166-2 code for identifying the principal subdivisions of all countries coded in ISO 3166-1 (up to three alphanumeric characters).""" return self.__iso_subdivision_code_alpha2 @iso_subdivision_code_alpha2.setter def iso_subdivision_code_alpha2(self, value: str): self._property_changed('iso_subdivision_code_alpha2') self.__iso_subdivision_code_alpha2 = value @property def ctd_conversion_factor(self) -> float: """Cheapest to deliver bond's conversion factor.""" return self.__ctd_conversion_factor @ctd_conversion_factor.setter def ctd_conversion_factor(self, value: float): self._property_changed('ctd_conversion_factor') self.__ctd_conversion_factor = value @property def proceeds_asset_swap_spread(self) -> float: """Proceeds asset swap spread.""" return self.__proceeds_asset_swap_spread @proceeds_asset_swap_spread.setter def proceeds_asset_swap_spread(self, value: float): self._property_changed('proceeds_asset_swap_spread') self.__proceeds_asset_swap_spread = value @property def is_adr(self) -> bool: """Is ADR or not.""" return self.__is_adr @is_adr.setter def is_adr(self, value: bool): self._property_changed('is_adr') self.__is_adr = value @property def issue_date(self) -> datetime.date: """ISO 8601-formatted date""" return self.__issue_date @issue_date.setter def issue_date(self, value: datetime.date): self._property_changed('issue_date') self.__issue_date = value @property def service_id(self) -> str: """Service ID.""" return self.__service_id @service_id.setter def service_id(self, value: str): self._property_changed('service_id') self.__service_id = value @property def yes(self) -> float: """Price of yes contract.""" return self.__yes @yes.setter def yes(self, value: float): self._property_changed('yes') self.__yes = value @property def g_score(self) -> float: """A company's score for G metrics relative to the entire ESG universe.""" return self.__g_score @g_score.setter def g_score(self, value: float): self._property_changed('g_score') self.__g_score = value @property def market_value(self) -> float: """Marketable value of a given position, generally the market price for a given date.""" return self.__market_value @market_value.setter def market_value(self, value: float): self._property_changed('market_value') self.__market_value = value @property def entity_id(self) -> str: """Identifies an entity uniquely; in use for Data Quality Checker.""" return self.__entity_id @entity_id.setter def entity_id(self, value: str): self._property_changed('entity_id') self.__entity_id = value @property def notional_currency1(self) -> str: """An indication of the type of currency of the notional or principal amount.""" return self.__notional_currency1 @notional_currency1.setter def notional_currency1(self, value: str): self._property_changed('notional_currency1') self.__notional_currency1 = value @property def net_debt_to_ebitda(self) -> float: """Net Debt to EBITDA.""" return self.__net_debt_to_ebitda @net_debt_to_ebitda.setter def net_debt_to_ebitda(self, value: float): self._property_changed('net_debt_to_ebitda') self.__net_debt_to_ebitda = value @property def num_units_upper(self) -> float: """Units Upper.""" return self.__num_units_upper @num_units_upper.setter def num_units_upper(self, value: float): self._property_changed('num_units_upper') self.__num_units_upper = value @property def notional_currency2(self) -> str: """Same as Notional Currency 1.""" return self.__notional_currency2 @notional_currency2.setter def notional_currency2(self, value: str): self._property_changed('notional_currency2') self.__notional_currency2 = value @property def in_limit_participation_rate(self) -> float: """Average in-limit participation rate of the order, including principal fills.""" return self.__in_limit_participation_rate @in_limit_participation_rate.setter def in_limit_participation_rate(self, value: float): self._property_changed('in_limit_participation_rate') self.__in_limit_participation_rate = value @property def pressure_forecast(self) -> float: """The pressure forecast of a given unit.""" return self.__pressure_forecast @pressure_forecast.setter def pressure_forecast(self, value: float): self._property_changed('pressure_forecast') self.__pressure_forecast = value @property def paid(self) -> float: """Number of trades paid.""" return self.__paid @paid.setter def paid(self, value: float): self._property_changed('paid') self.__paid = value @property def fixed_rate(self) -> Union[float, str]: """Strike as value, percent or at-the-money e.g. 62.5, 95%, ATM-25, ATMF, 10/vol, 100k/pv, p=10000, p=10000USD, $200K/BP, or multiple strikes 65.4/-45.8""" return self.__fixed_rate @fixed_rate.setter def fixed_rate(self, value: Union[float, str]): self._property_changed('fixed_rate') self.__fixed_rate = value @property def short(self) -> float: """Short exposure.""" return self.__short @short.setter def short(self, value: float): self._property_changed('short') self.__short = value @property def time(self) -> datetime.datetime: """ISO 8601 formatted date and time.""" return self.__time @time.setter def time(self, value: datetime.datetime): self._property_changed('time') self.__time = value @property def buy4point5bps(self) -> float: """The amount GS would buy for 4.5 bps charge.""" return self.__buy4point5bps @buy4point5bps.setter def buy4point5bps(self, value: float): self._property_changed('buy4point5bps') self.__buy4point5bps = value @property def sell30cents(self) -> float: """The amount GS would sell for 30 cents charge.""" return self.__sell30cents @sell30cents.setter def sell30cents(self, value: float): self._property_changed('sell30cents') self.__sell30cents = value @property def event_end_date_time(self) -> datetime.datetime: """The end time of the event if the event occurs during a time window and the event has a specific end time.""" return self.__event_end_date_time @event_end_date_time.setter def event_end_date_time(self, value: datetime.datetime): self._property_changed('event_end_date_time') self.__event_end_date_time = value @property def leg1_payment_frequency(self) -> str: """An integer multiplier of a time period describing how often the parties to the SB swap transaction exchange payments associated with each party???s obligation. Such payment frequency may be described as one letter preceded by an integer.""" return self.__leg1_payment_frequency @leg1_payment_frequency.setter def leg1_payment_frequency(self, value: str): self._property_changed('leg1_payment_frequency') self.__leg1_payment_frequency = value @property def cm_id(self) -> str: """Prime Client Master Party Id.""" return self.__cm_id @cm_id.setter def cm_id(self, value: str): self._property_changed('cm_id') self.__cm_id = value @property def taxonomy(self) -> str: """An indication of the product taxonomy.""" return self.__taxonomy @taxonomy.setter def taxonomy(self, value: str): self._property_changed('taxonomy') self.__taxonomy = value @property def buy45cents(self) -> float: """The amount GS would buy for 45 cents charge.""" return self.__buy45cents @buy45cents.setter def buy45cents(self, value: float): self._property_changed('buy45cents') self.__buy45cents = value @property def measures(self) -> Tuple[str, ...]: """Fields that are nullable.""" return self.__measures @measures.setter def measures(self, value: Tuple[str, ...]): self._property_changed('measures') self.__measures = value @property def seasonal_adjustment(self) -> str: """Indicates if and how the forecast is seasonally adjusted.""" return self.__seasonal_adjustment @seasonal_adjustment.setter def seasonal_adjustment(self, value: str): self._property_changed('seasonal_adjustment') self.__seasonal_adjustment = value @property def rank_wtd(self) -> float: """Rank of the Contributor Week to Date.""" return self.__rank_wtd @rank_wtd.setter def rank_wtd(self, value: float): self._property_changed('rank_wtd') self.__rank_wtd = value @property def underlyer(self) -> str: """The underlyer of the security. The cross for FX forwards, for example.""" return self.__underlyer @underlyer.setter def underlyer(self, value: str): self._property_changed('underlyer') self.__underlyer = value @property def created_time(self) -> datetime.datetime: """Time created. ISO 8601 formatted string.""" return self.__created_time @created_time.setter def created_time(self, value: datetime.datetime): self._property_changed('created_time') self.__created_time = value @property def identifier(self) -> str: """Filter by any identifier of an asset like ticker, bloomberg id etc.""" return self.__identifier @identifier.setter def identifier(self, value: str): self._property_changed('identifier') self.__identifier = value @property def price_unit(self) -> str: """Unit of reported price.""" return self.__price_unit @price_unit.setter def price_unit(self, value: str): self._property_changed('price_unit') self.__price_unit = value @property def trade_report_ref_id(self) -> str: """On cancellations and corrections, this ID will hold the Dissemination ID of the originally published real-time message.""" return self.__trade_report_ref_id @trade_report_ref_id.setter def trade_report_ref_id(self, value: str): self._property_changed('trade_report_ref_id') self.__trade_report_ref_id = value @property def subdivision_id(self) -> str: """Marquee subdivision object identifier.""" return self.__subdivision_id @subdivision_id.setter def subdivision_id(self, value: str): self._property_changed('subdivision_id') self.__subdivision_id = value @property def unadjusted_low(self) -> float: """Unadjusted low level of an asset based on official exchange fixing or calculation agent marked level.""" return self.__unadjusted_low @unadjusted_low.setter def unadjusted_low(self, value: float): self._property_changed('unadjusted_low') self.__unadjusted_low = value @property def buy160cents(self) -> float: """The amount GS would buy for 160 cents charge.""" return self.__buy160cents @buy160cents.setter def buy160cents(self, value: float): self._property_changed('buy160cents') self.__buy160cents = value @property def portfolio_id(self) -> str: """Marquee unique identifier for a portfolio.""" return self.__portfolio_id @portfolio_id.setter def portfolio_id(self, value: str): self._property_changed('portfolio_id') self.__portfolio_id = value @property def z_spread(self) -> float: """Zero Volatility Spread to yield curve.""" return self.__z_spread @z_spread.setter def z_spread(self, value: float): self._property_changed('z_spread') self.__z_spread = value @property def cap_floor_atm_fwd_rate(self) -> float: """Cap Floor ATM forward rate.""" return self.__cap_floor_atm_fwd_rate @cap_floor_atm_fwd_rate.setter def cap_floor_atm_fwd_rate(self, value: float): self._property_changed('cap_floor_atm_fwd_rate') self.__cap_floor_atm_fwd_rate = value @property def es_percentile(self) -> float: """An aggregate percentile that captures a company's E&S ranking within its subsector.""" return self.__es_percentile @es_percentile.setter def es_percentile(self, value: float): self._property_changed('es_percentile') self.__es_percentile = value @property def tdapi(self) -> str: """TDAPI Description.""" return self.__tdapi @tdapi.setter def tdapi(self, value: str): self._property_changed('tdapi') self.__tdapi = value @property def location_code(self) -> str: """The unique government-designated code for locations (of varying granularity).""" return self.__location_code @location_code.setter def location_code(self, value: str): self._property_changed('location_code') self.__location_code = value @property def rcic(self) -> str: """Reuters composite instrument code (subject to licensing).""" return self.__rcic @rcic.setter def rcic(self, value: str): self._property_changed('rcic') self.__rcic = value @property def name_raw(self) -> str: """Legal or published name for the asset.""" return self.__name_raw @name_raw.setter def name_raw(self, value: str): self._property_changed('name_raw') self.__name_raw = value @property def simon_asset_tags(self) -> Tuple[str, ...]: """SIMON Asset Tags.""" return self.__simon_asset_tags @simon_asset_tags.setter def simon_asset_tags(self, value: Tuple[str, ...]): self._property_changed('simon_asset_tags') self.__simon_asset_tags = value @property def hit_rate_qtd(self) -> float: """Hit Rate Ratio Quarter to Date.""" return self.__hit_rate_qtd @hit_rate_qtd.setter def hit_rate_qtd(self, value: float): self._property_changed('hit_rate_qtd') self.__hit_rate_qtd = value @property def primary_volume_in_limit(self) -> float: """Primary volume in limit as specified on the order.""" return self.__primary_volume_in_limit @primary_volume_in_limit.setter def primary_volume_in_limit(self, value: float): self._property_changed('primary_volume_in_limit') self.__primary_volume_in_limit = value @property def precipitation_daily_forecast_percent(self) -> float: """The forecast value for precipitation in Percent.""" return self.__precipitation_daily_forecast_percent @precipitation_daily_forecast_percent.setter def precipitation_daily_forecast_percent(self, value: float): self._property_changed('precipitation_daily_forecast_percent') self.__precipitation_daily_forecast_percent = value @property def aum_end(self) -> float: """Assets under management at the end of the period.""" return self.__aum_end @aum_end.setter def aum_end(self, value: float): self._property_changed('aum_end') self.__aum_end = value @property def premium(self) -> float: """An indication of the market value at the time of execution.""" return self.__premium @premium.setter def premium(self, value: float): self._property_changed('premium') self.__premium = value @property def low(self) -> float: """Low level of an asset based on official exchange fixing or calculation agent marked level.""" return self.__low @low.setter def low(self, value: float): self._property_changed('low') self.__low = value @property def cross_group(self) -> str: """Economic cross groupings.""" return self.__cross_group @cross_group.setter def cross_group(self, value: str): self._property_changed('cross_group') self.__cross_group = value @property def report_run_time(self) -> datetime.datetime: """Time that the report was run.""" return self.__report_run_time @report_run_time.setter def report_run_time(self, value: datetime.datetime): self._property_changed('report_run_time') self.__report_run_time = value @property def five_day_price_change_bps(self) -> float: """The five day movement in price measured in basis points.""" return self.__five_day_price_change_bps @five_day_price_change_bps.setter def five_day_price_change_bps(self, value: float): self._property_changed('five_day_price_change_bps') self.__five_day_price_change_bps = value @property def holdings(self) -> float: """Number of units of a given asset held within a portfolio.""" return self.__holdings @holdings.setter def holdings(self, value: float): self._property_changed('holdings') self.__holdings = value @property def precipitation_daily_forecast(self) -> float: """The forecast value for precipitation.""" return self.__precipitation_daily_forecast @precipitation_daily_forecast.setter def precipitation_daily_forecast(self, value: float): self._property_changed('precipitation_daily_forecast') self.__precipitation_daily_forecast = value @property def price_method(self) -> str: """Method used to calculate net price.""" return self.__price_method @price_method.setter def price_method(self, value: str): self._property_changed('price_method') self.__price_method = value @property def asset_parameters_fixed_rate_frequency(self) -> str: """Tenor""" return self.__asset_parameters_fixed_rate_frequency @asset_parameters_fixed_rate_frequency.setter def asset_parameters_fixed_rate_frequency(self, value: str): self._property_changed('asset_parameters_fixed_rate_frequency') self.__asset_parameters_fixed_rate_frequency = value @property def ois_xccy(self) -> float: """Xccy OIS Spread rate.""" return self.__ois_xccy @ois_xccy.setter def ois_xccy(self, value: float): self._property_changed('ois_xccy') self.__ois_xccy = value @property def days_open(self) -> float: """Day Open price.""" return self.__days_open @days_open.setter def days_open(self, value: float): self._property_changed('days_open') self.__days_open = value @property def buy110cents(self) -> float: """The amount GS would buy for 110 cents charge.""" return self.__buy110cents @buy110cents.setter def buy110cents(self, value: float): self._property_changed('buy110cents') self.__buy110cents = value @property def average_spread_bps(self) -> float: """Time-weighted average bid/ask spread during the life of the order.""" return self.__average_spread_bps @average_spread_bps.setter def average_spread_bps(self, value: float): self._property_changed('average_spread_bps') self.__average_spread_bps = value @property def buy55cents(self) -> float: """The amount GS would buy for 55 cents charge.""" return self.__buy55cents @buy55cents.setter def buy55cents(self, value: float): self._property_changed('buy55cents') self.__buy55cents = value @property def future_month_q26(self) -> float: """Commods future month code.""" return self.__future_month_q26 @future_month_q26.setter def future_month_q26(self, value: float): self._property_changed('future_month_q26') self.__future_month_q26 = value @property def issue_size(self) -> float: """The notional issue size of the bond.""" return self.__issue_size @issue_size.setter def issue_size(self, value: float): self._property_changed('issue_size') self.__issue_size = value @property def future_month_q25(self) -> float: """Commods future month code.""" return self.__future_month_q25 @future_month_q25.setter def future_month_q25(self, value: float): self._property_changed('future_month_q25') self.__future_month_q25 = value @property def future_month_q24(self) -> float: """Commods future month code.""" return self.__future_month_q24 @future_month_q24.setter def future_month_q24(self, value: float): self._property_changed('future_month_q24') self.__future_month_q24 = value @property def future_month_q23(self) -> float: """Commods future month code.""" return self.__future_month_q23 @future_month_q23.setter def future_month_q23(self, value: float): self._property_changed('future_month_q23') self.__future_month_q23 = value @property def future_month_q22(self) -> float: """Commods future month code.""" return self.__future_month_q22 @future_month_q22.setter def future_month_q22(self, value: float): self._property_changed('future_month_q22') self.__future_month_q22 = value @property def pending_loan_count(self) -> float: """The number of pending loans that exist on a given date.""" return self.__pending_loan_count @pending_loan_count.setter def pending_loan_count(self, value: float): self._property_changed('pending_loan_count') self.__pending_loan_count = value @property def future_month_q21(self) -> float: """Commods future month code.""" return self.__future_month_q21 @future_month_q21.setter def future_month_q21(self, value: float): self._property_changed('future_month_q21') self.__future_month_q21 = value @property def price_spot_stop_loss_unit(self) -> str: """Unit in which the stop loss price is reported.""" return self.__price_spot_stop_loss_unit @price_spot_stop_loss_unit.setter def price_spot_stop_loss_unit(self, value: str): self._property_changed('price_spot_stop_loss_unit') self.__price_spot_stop_loss_unit = value @property def price_range_in_ticks_description(self) -> str: """Description of the Stock's Price Range in Ticks on the particular date.""" return self.__price_range_in_ticks_description @price_range_in_ticks_description.setter def price_range_in_ticks_description(self, value: str): self._property_changed('price_range_in_ticks_description') self.__price_range_in_ticks_description = value @property def trade_volume(self) -> float: """Market trade volume.""" return self.__trade_volume @trade_volume.setter def trade_volume(self, value: float): self._property_changed('trade_volume') self.__trade_volume = value @property def primary_country_ric(self) -> str: """Reuters primary country instrument code (subject to licensing).""" return self.__primary_country_ric @primary_country_ric.setter def primary_country_ric(self, value: str): self._property_changed('primary_country_ric') self.__primary_country_ric = value @property def option_expiration_frequency(self) -> str: """Option Expiration Frequency provided by Participant (e.g., Daily, Monthly).""" return self.__option_expiration_frequency @option_expiration_frequency.setter def option_expiration_frequency(self, value: str): self._property_changed('option_expiration_frequency') self.__option_expiration_frequency = value @property def is_active(self) -> bool: """Whether this entry is active.""" return self.__is_active @is_active.setter def is_active(self, value: bool): self._property_changed('is_active') self.__is_active = value @property def use_machine_learning(self) -> bool: """Use Machine learning.""" return self.__use_machine_learning @use_machine_learning.setter def use_machine_learning(self, value: bool): self._property_changed('use_machine_learning') self.__use_machine_learning = value @property def growth_score(self) -> float: """Growth percentile relative to Americas coverage universe (a higher score means faster growth).""" return self.__growth_score @growth_score.setter def growth_score(self, value: float): self._property_changed('growth_score') self.__growth_score = value @property def buffer_threshold(self) -> float: """The buffer between holdings and on loan quantity for an asset.""" return self.__buffer_threshold @buffer_threshold.setter def buffer_threshold(self, value: float): self._property_changed('buffer_threshold') self.__buffer_threshold = value @property def buy120cents(self) -> float: """The amount GS would buy for 120 cents charge.""" return self.__buy120cents @buy120cents.setter def buy120cents(self, value: float): self._property_changed('buy120cents') self.__buy120cents = value @property def matched_maturity_swap_rate(self) -> float: """Matched maturity swap rate.""" return self.__matched_maturity_swap_rate @matched_maturity_swap_rate.setter def matched_maturity_swap_rate(self, value: float): self._property_changed('matched_maturity_swap_rate') self.__matched_maturity_swap_rate = value @property def primary_vwap(self) -> float: """Primary VWAP benchmark price.""" return self.__primary_vwap @primary_vwap.setter def primary_vwap(self, value: float): self._property_changed('primary_vwap') self.__primary_vwap = value @property def exchange_type_id(self) -> str: """PadMaster unique exchange type identifier.""" return self.__exchange_type_id @exchange_type_id.setter def exchange_type_id(self, value: str): self._property_changed('exchange_type_id') self.__exchange_type_id = value @property def basis_swap_rate(self) -> float: """Fixed spread or basis that equates the two floating legs of a basis swap at the time of the trade.""" return self.__basis_swap_rate @basis_swap_rate.setter def basis_swap_rate(self, value: float): self._property_changed('basis_swap_rate') self.__basis_swap_rate = value @property def exchange_code(self) -> str: """EEX Exchange Code.""" return self.__exchange_code @exchange_code.setter def exchange_code(self, value: str): self._property_changed('exchange_code') self.__exchange_code = value @property def group(self) -> str: """Region or sector following the MSCI Global Industry Classification Standard (GICS).""" return self.__group @group.setter def group(self, value: str): self._property_changed('group') self.__group = value @property def asset_parameters_termination_date(self) -> str: """Relative termination date.""" return self.__asset_parameters_termination_date @asset_parameters_termination_date.setter def asset_parameters_termination_date(self, value: str): self._property_changed('asset_parameters_termination_date') self.__asset_parameters_termination_date = value @property def estimated_spread(self) -> float: """Average bid-ask quoted spread of the stock (bps) over the execution horizon (1 day).""" return self.__estimated_spread @estimated_spread.setter def estimated_spread(self, value: float): self._property_changed('estimated_spread') self.__estimated_spread = value @property def yield_change_on_day(self) -> float: """Yield change on day.""" return self.__yield_change_on_day @yield_change_on_day.setter def yield_change_on_day(self, value: float): self._property_changed('yield_change_on_day') self.__yield_change_on_day = value @property def created(self) -> datetime.datetime: """Created time.""" return self.__created @created.setter def created(self, value: datetime.datetime): self._property_changed('created') self.__created = value @property def auto_tags(self) -> Tuple[str, ...]: """Metadata associated with the object""" return self.__auto_tags @auto_tags.setter def auto_tags(self, value: Tuple[str, ...]): self._property_changed('auto_tags') self.__auto_tags = value @property def tcm_cost(self) -> float: """Pretrade computation of trading out cost.""" return self.__tcm_cost @tcm_cost.setter def tcm_cost(self, value: float): self._property_changed('tcm_cost') self.__tcm_cost = value @property def sustain_japan(self) -> bool: """True if the stock is on the SUSTAIN Japan list as of the corresponding date. False if the stock is removed from the SUSTAIN Japan list on the corresponding date.""" return self.__sustain_japan @sustain_japan.setter def sustain_japan(self, value: bool): self._property_changed('sustain_japan') self.__sustain_japan = value @property def history_start_date(self) -> datetime.date: """Asset history start date.""" return self.__history_start_date @history_start_date.setter def history_start_date(self, value: datetime.date): self._property_changed('history_start_date') self.__history_start_date = value @property def bid_spread(self) -> float: """Spread between the yields of a debt security and its benchmark when both are purchased at bid price.""" return self.__bid_spread @bid_spread.setter def bid_spread(self, value: float): self._property_changed('bid_spread') self.__bid_spread = value @property def percentage_complete(self) -> float: """Percent Complete.""" return self.__percentage_complete @percentage_complete.setter def percentage_complete(self, value: float): self._property_changed('percentage_complete') self.__percentage_complete = value @property def hedge_tracking_error(self) -> float: """Standard deviation of the difference in the portfolio and benchmark returns over time.""" return self.__hedge_tracking_error @hedge_tracking_error.setter def hedge_tracking_error(self, value: float): self._property_changed('hedge_tracking_error') self.__hedge_tracking_error = value @property def wind_speed_type(self) -> str: """The hourly or average speed of wind.""" return self.__wind_speed_type @wind_speed_type.setter def wind_speed_type(self, value: str): self._property_changed('wind_speed_type') self.__wind_speed_type = value @property def strike_price(self) -> float: """Strike price.""" return self.__strike_price @strike_price.setter def strike_price(self, value: float): self._property_changed('strike_price') self.__strike_price = value @property def par_asset_swap_spread12m(self) -> float: """Par asset swap spread vs 12m tenor.""" return self.__par_asset_swap_spread12m @par_asset_swap_spread12m.setter def par_asset_swap_spread12m(self, value: float): self._property_changed('par_asset_swap_spread12m') self.__par_asset_swap_spread12m = value @property def trade_report_id(self) -> str: """DDR generated unique and random ID for reconciliation purpose.""" return self.__trade_report_id @trade_report_id.setter def trade_report_id(self, value: str): self._property_changed('trade_report_id') self.__trade_report_id = value @property def adjusted_open_price(self) -> float: """Opening level of an asset based on official exchange fixing or calculation agent marked level adjusted for corporate actions.""" return self.__adjusted_open_price @adjusted_open_price.setter def adjusted_open_price(self, value: float): self._property_changed('adjusted_open_price') self.__adjusted_open_price = value @property def country_id(self) -> str: """Marquee country object identifier.""" return self.__country_id @country_id.setter def country_id(self, value: str): self._property_changed('country_id') self.__country_id = value @property def point(self) -> str: """MDAPI point.""" return self.__point @point.setter def point(self, value: str): self._property_changed('point') self.__point = value @property def pnl_mtd(self) -> float: """Total PnL Month to date.""" return self.__pnl_mtd @pnl_mtd.setter def pnl_mtd(self, value: float): self._property_changed('pnl_mtd') self.__pnl_mtd = value @property def total_returns(self) -> float: """Total returns for backtest.""" return self.__total_returns @total_returns.setter def total_returns(self, value: float): self._property_changed('total_returns') self.__total_returns = value @property def lender(self) -> str: """Name of the lending entity on a securities lending agreement.""" return self.__lender @lender.setter def lender(self, value: str): self._property_changed('lender') self.__lender = value @property def ann_return1_year(self) -> float: """Total return representing past performance, used for GS Money Market onshore funds over one year.""" return self.__ann_return1_year @ann_return1_year.setter def ann_return1_year(self, value: float): self._property_changed('ann_return1_year') self.__ann_return1_year = value @property def ctd_fwd_dv01(self) -> float: """DV01 of cheapest to deliver bond.""" return self.__ctd_fwd_dv01 @ctd_fwd_dv01.setter def ctd_fwd_dv01(self, value: float): self._property_changed('ctd_fwd_dv01') self.__ctd_fwd_dv01 = value @property def eff_yield7_day(self) -> float: """Average income return over the previous 7 days reduced by any capital gains that may have been included in rate calculation, assuming the rate stays the same for one year and that dividends are reinvested.""" return self.__eff_yield7_day @eff_yield7_day.setter def eff_yield7_day(self, value: float): self._property_changed('eff_yield7_day') self.__eff_yield7_day = value @property def meeting_date(self) -> str: """Date the Central bank Meeting took place.""" return self.__meeting_date @meeting_date.setter def meeting_date(self, value: str): self._property_changed('meeting_date') self.__meeting_date = value @property def calendar_spread_mispricing(self) -> float: """The richness/cheapness of the calendar spread relative to Libor.""" return self.__calendar_spread_mispricing @calendar_spread_mispricing.setter def calendar_spread_mispricing(self, value: float): self._property_changed('calendar_spread_mispricing') self.__calendar_spread_mispricing = value @property def buy140cents(self) -> float: """The amount GS would buy for 140 cents charge.""" return self.__buy140cents @buy140cents.setter def buy140cents(self, value: float): self._property_changed('buy140cents') self.__buy140cents = value @property def price_notation2_type(self) -> str: """Basis points, Price, Yield, Spread, Coupon, etc., depending on the type of SB swap, which is calculated at affirmation.""" return self.__price_notation2_type @price_notation2_type.setter def price_notation2_type(self, value: str): self._property_changed('price_notation2_type') self.__price_notation2_type = value @property def fund_focus(self) -> str: """Focus of the fund. For example whether it is ESG or Non-ESG.""" return self.__fund_focus @fund_focus.setter def fund_focus(self, value: str): self._property_changed('fund_focus') self.__fund_focus = value @property def relative_strike(self) -> float: """Strike relative to spot or forward level in terms of percent of either spot or forward level.""" return self.__relative_strike @relative_strike.setter def relative_strike(self, value: float): self._property_changed('relative_strike') self.__relative_strike = value @property def flagship(self) -> bool: """Whether or not it is a flagship basket.""" return self.__flagship @flagship.setter def flagship(self, value: bool): self._property_changed('flagship') self.__flagship = value @property def additional_price_notation(self) -> float: """The additional price notation value includes execution events, the presence of collateral, frontend payments, back-end payments, or other noneconomic characteristics (e.g. counterparty credit risk) not illustrated in the reporting field for pricing characteristic.""" return self.__additional_price_notation @additional_price_notation.setter def additional_price_notation(self, value: float): self._property_changed('additional_price_notation') self.__additional_price_notation = value @property def factor_category(self) -> str: """The text to display when representing a factor category. Must match the regex ^[\w -]{0,32}$.""" return self.__factor_category @factor_category.setter def factor_category(self, value: str): self._property_changed('factor_category') self.__factor_category = value @property def equity_delta(self) -> float: """Delta exposure to equity products.""" return self.__equity_delta @equity_delta.setter def equity_delta(self, value: float): self._property_changed('equity_delta') self.__equity_delta = value @property def gross_weight(self) -> float: """Sum of the absolute weight values, which equals the sum of absolute long and short weights. If you have IBM stock with shortWeight 0.2 and also IBM stock with longWeight 0.4, then the grossWeight would be 0.6 (0.2+0.4).""" return self.__gross_weight @gross_weight.setter def gross_weight(self, value: float): self._property_changed('gross_weight') self.__gross_weight = value @property def listed(self) -> bool: """Whether the asset is listed or not.""" return self.__listed @listed.setter def listed(self, value: bool): self._property_changed('listed') self.__listed = value @property def sell7bps(self) -> float: """The amount GS would sell for 7 bps charge.""" return self.__sell7bps @sell7bps.setter def sell7bps(self, value: float): self._property_changed('sell7bps') self.__sell7bps = value @property def earnings_record_type(self) -> str: """The violation status for this particular line item.""" return self.__earnings_record_type @earnings_record_type.setter def earnings_record_type(self, value: str): self._property_changed('earnings_record_type') self.__earnings_record_type = value @property def mean(self) -> float: """Calculated average.""" return self.__mean @mean.setter def mean(self, value: float): self._property_changed('mean') self.__mean = value @property def ask_yield(self) -> float: """The return an investor realizes on a bond sold at the ask price.""" return self.__ask_yield @ask_yield.setter def ask_yield(self, value: float): self._property_changed('ask_yield') self.__ask_yield = value @property def shock_style(self) -> str: """Style of shocks to be used.""" return self.__shock_style @shock_style.setter def shock_style(self, value: str): self._property_changed('shock_style') self.__shock_style = value @property def methodology(self) -> str: """Methodology of dataset.""" return self.__methodology @methodology.setter def methodology(self, value: str): self._property_changed('methodology') self.__methodology = value @property def buy25cents(self) -> float: """The amount GS would buy for 25 cents charge.""" return self.__buy25cents @buy25cents.setter def buy25cents(self, value: float): self._property_changed('buy25cents') self.__buy25cents = value @property def amount_outstanding(self) -> float: """The aggregate principal amount of the total number of bonds not redeemed or otherwise discharged.""" return self.__amount_outstanding @amount_outstanding.setter def amount_outstanding(self, value: float): self._property_changed('amount_outstanding') self.__amount_outstanding = value @property def market_pnl(self) -> float: """Market Profit and Loss (PNL).""" return self.__market_pnl @market_pnl.setter def market_pnl(self, value: float): self._property_changed('market_pnl') self.__market_pnl = value @property def sustain_asia_ex_japan(self) -> bool: """True if the stock is on the SUSTAIN Asia Ex Japan list as of the corresponding date. False if the stock is removed from the SUSTAIN Asia Ex Japan list on the corresponding date.""" return self.__sustain_asia_ex_japan @sustain_asia_ex_japan.setter def sustain_asia_ex_japan(self, value: bool): self._property_changed('sustain_asia_ex_japan') self.__sustain_asia_ex_japan = value @property def sell6point5bps(self) -> float: """The amount GS would sell for 6.5 bps charge.""" return self.__sell6point5bps @sell6point5bps.setter def sell6point5bps(self, value: float): self._property_changed('sell6point5bps') self.__sell6point5bps = value @property def neighbour_asset_id(self) -> str: """Marquee identifier for the corresponding neighbour.""" return self.__neighbour_asset_id @neighbour_asset_id.setter def neighbour_asset_id(self, value: str): self._property_changed('neighbour_asset_id') self.__neighbour_asset_id = value @property def count_ideas_ytd(self) -> float: """Ideas alive at a time Year to date.""" return self.__count_ideas_ytd @count_ideas_ytd.setter def count_ideas_ytd(self, value: float): self._property_changed('count_ideas_ytd') self.__count_ideas_ytd = value @property def simon_intl_asset_tags(self) -> Tuple[str, ...]: """SIMON International Asset Tags.""" return self.__simon_intl_asset_tags @simon_intl_asset_tags.setter def simon_intl_asset_tags(self, value: Tuple[str, ...]): self._property_changed('simon_intl_asset_tags') self.__simon_intl_asset_tags = value @property def path(self) -> str: """Path to value.""" return self.__path @path.setter def path(self, value: str): self._property_changed('path') self.__path = value @property def vwap_unrealized_cash(self) -> float: """Consolidated unrealised performance vs VWAP, in USD.""" return self.__vwap_unrealized_cash @vwap_unrealized_cash.setter def vwap_unrealized_cash(self, value: float): self._property_changed('vwap_unrealized_cash') self.__vwap_unrealized_cash = value @property def payoff_mtd(self) -> float: """Total win divided by total loss Month to date.""" return self.__payoff_mtd @payoff_mtd.setter def payoff_mtd(self, value: float): self._property_changed('payoff_mtd') self.__payoff_mtd = value @property def bos_in_bps_label(self): return self.__bos_in_bps_label @bos_in_bps_label.setter def bos_in_bps_label(self, value): self._property_changed('bos_in_bps_label') self.__bos_in_bps_label = value @property def bos_in_bps(self) -> float: """The Bid-Offer Spread of the stock in Basis points on the particular date.""" return self.__bos_in_bps @bos_in_bps.setter def bos_in_bps(self, value: float): self._property_changed('bos_in_bps') self.__bos_in_bps = value @property def point_class(self) -> str: """MDAPI Class.""" return self.__point_class @point_class.setter def point_class(self, value: str): self._property_changed('point_class') self.__point_class = value @property def fx_spot(self) -> float: """FX spot rate as determined by fixing source.""" return self.__fx_spot @fx_spot.setter def fx_spot(self, value: float): self._property_changed('fx_spot') self.__fx_spot = value @property def restrict_named_individuals(self) -> bool: """Restricts Visbility to Named Individuals.""" return self.__restrict_named_individuals @restrict_named_individuals.setter def restrict_named_individuals(self, value: bool): self._property_changed('restrict_named_individuals') self.__restrict_named_individuals = value @property def hedge_volatility(self) -> float: """Standard deviation of the annualized returns.""" return self.__hedge_volatility @hedge_volatility.setter def hedge_volatility(self, value: float): self._property_changed('hedge_volatility') self.__hedge_volatility = value @property def tags(self) -> Tuple[str, ...]: """Metadata associated with the object""" return self.__tags @tags.setter def tags(self, value: Tuple[str, ...]): self._property_changed('tags') self.__tags = value @property def population(self) -> float: """Total population of a country, state or subdivision.""" return self.__population @population.setter def population(self, value: float): self._property_changed('population') self.__population = value @property def underlying_asset_id(self) -> str: """Marquee identifier for constituents of an index or portfolio.""" return self.__underlying_asset_id @underlying_asset_id.setter def underlying_asset_id(self, value: str): self._property_changed('underlying_asset_id') self.__underlying_asset_id = value @property def real_long_rates_contribution(self) -> float: """Contribution of long rate component to real FCI.""" return self.__real_long_rates_contribution @real_long_rates_contribution.setter def real_long_rates_contribution(self, value: float): self._property_changed('real_long_rates_contribution') self.__real_long_rates_contribution = value @property def pctprices_return(self) -> float: """The pctprices(return) function.""" return self.__pctprices_return @pctprices_return.setter def pctprices_return(self, value: float): self._property_changed('pctprices_return') self.__pctprices_return = value @property def domain(self) -> str: """Domain that request came from.""" return self.__domain @domain.setter def domain(self, value: str): self._property_changed('domain') self.__domain = value @property def buy80cents(self) -> float: """The amount GS would buy for 80 cents charge.""" return self.__buy80cents @buy80cents.setter def buy80cents(self, value: float): self._property_changed('buy80cents') self.__buy80cents = value @property def forward_tenor(self) -> str: """Start of swap after option expiry.""" return self.__forward_tenor @forward_tenor.setter def forward_tenor(self, value: str): self._property_changed('forward_tenor') self.__forward_tenor = value @property def average_price(self) -> float: """Average execution price.""" return self.__average_price @average_price.setter def average_price(self, value: float): self._property_changed('average_price') self.__average_price = value @property def target_price_realized_bps(self) -> float: """Realised performance vs Target Price, in bps.""" return self.__target_price_realized_bps @target_price_realized_bps.setter def target_price_realized_bps(self, value: float): self._property_changed('target_price_realized_bps') self.__target_price_realized_bps = value @property def leg2_fixed_rate(self) -> float: """If fixed rate leg, the fixed rate of leg 2.""" return self.__leg2_fixed_rate @leg2_fixed_rate.setter def leg2_fixed_rate(self, value: float): self._property_changed('leg2_fixed_rate') self.__leg2_fixed_rate = value @property def share_class_assets(self) -> float: """Total amount of assets under management in this shareclass.""" return self.__share_class_assets @share_class_assets.setter def share_class_assets(self, value: float): self._property_changed('share_class_assets') self.__share_class_assets = value @property def annuity(self) -> float: """Local currency annuity.""" return self.__annuity @annuity.setter def annuity(self, value: float): self._property_changed('annuity') self.__annuity = value @property def total_count(self) -> float: """Number of entities in the test.""" return self.__total_count @total_count.setter def total_count(self, value: float): self._property_changed('total_count') self.__total_count = value @property def quote_type(self) -> str: """Quote Type.""" return self.__quote_type @quote_type.setter def quote_type(self, value: str): self._property_changed('quote_type') self.__quote_type = value @property def corporate_action_status(self) -> str: """Different statuses for corporate actions from solactive""" return self.__corporate_action_status @corporate_action_status.setter def corporate_action_status(self, value: str): self._property_changed('corporate_action_status') self.__corporate_action_status = value @property def pegged_tip_size(self) -> float: """Pegged order tip size in terms of the quantity unit.""" return self.__pegged_tip_size @pegged_tip_size.setter def pegged_tip_size(self, value: float): self._property_changed('pegged_tip_size') self.__pegged_tip_size = value @property def uid(self) -> str: """Two-digit code for countries and regions for which FCI numbers are represented. For countries it is the ISO 3166 2-digit country code. Regions are denoted as DM (Developed Markets), EM (Emerging Markets), EA (Euro Area) and GL (Global).""" return self.__uid @uid.setter def uid(self, value: str): self._property_changed('uid') self.__uid = value @property def es_policy_percentile(self) -> float: """A percentile that captures a company's E&S policy ranking within its subsector.""" return self.__es_policy_percentile @es_policy_percentile.setter def es_policy_percentile(self, value: float): self._property_changed('es_policy_percentile') self.__es_policy_percentile = value @property def usd_ois(self) -> float: """USD Ois rate.""" return self.__usd_ois @usd_ois.setter def usd_ois(self, value: float): self._property_changed('usd_ois') self.__usd_ois = value @property def term(self) -> str: """Allowed risk model terms""" return self.__term @term.setter def term(self, value: str): self._property_changed('term') self.__term = value @property def restrict_internal_gs_ntk(self) -> bool: """Restricts Internal Visibility to Data Beyond GS NTK.""" return self.__restrict_internal_gs_ntk @restrict_internal_gs_ntk.setter def restrict_internal_gs_ntk(self, value: bool): self._property_changed('restrict_internal_gs_ntk') self.__restrict_internal_gs_ntk = value @property def tcm_cost_participation_rate100_pct(self) -> float: """TCM cost with a 100 percent participation rate.""" return self.__tcm_cost_participation_rate100_pct @tcm_cost_participation_rate100_pct.setter def tcm_cost_participation_rate100_pct(self, value: float): self._property_changed('tcm_cost_participation_rate100_pct') self.__tcm_cost_participation_rate100_pct = value @property def relative_universe(self) -> str: """Universe relative to which the metric is computed.""" return self.__relative_universe @relative_universe.setter def relative_universe(self, value: str): self._property_changed('relative_universe') self.__relative_universe = value @property def measure_idx(self) -> int: """The index of the corresponding measure in the risk request.""" return self.__measure_idx @measure_idx.setter def measure_idx(self, value: int): self._property_changed('measure_idx') self.__measure_idx = value @property def fred_id(self) -> str: """FRED series identifier.""" return self.__fred_id @fred_id.setter def fred_id(self, value: str): self._property_changed('fred_id') self.__fred_id = value @property def twi_contribution(self) -> float: """Contribution of trade weighted exchange rate index component to FCI.""" return self.__twi_contribution @twi_contribution.setter def twi_contribution(self, value: float): self._property_changed('twi_contribution') self.__twi_contribution = value @property def cloud_cover_type(self) -> str: """The type of cloud cover: Average etc.""" return self.__cloud_cover_type @cloud_cover_type.setter def cloud_cover_type(self, value: str): self._property_changed('cloud_cover_type') self.__cloud_cover_type = value @property def delisted(self) -> str: """Whether the security has been delisted.""" return self.__delisted @delisted.setter def delisted(self, value: str): self._property_changed('delisted') self.__delisted = value @property def regional_focus(self) -> str: """Section of the world a fund is focused on from an investment perspective. Same view permissions as the asset.""" return self.__regional_focus @regional_focus.setter def regional_focus(self, value: str): self._property_changed('regional_focus') self.__regional_focus = value @property def volume_primary(self) -> float: """Accumulated number of shares, lots or contracts traded according to the market convention at the primary exchange.""" return self.__volume_primary @volume_primary.setter def volume_primary(self, value: float): self._property_changed('volume_primary') self.__volume_primary = value @property def asset_parameters_payer_designated_maturity(self) -> str: """Tenor""" return self.__asset_parameters_payer_designated_maturity @asset_parameters_payer_designated_maturity.setter def asset_parameters_payer_designated_maturity(self, value: str): self._property_changed('asset_parameters_payer_designated_maturity') self.__asset_parameters_payer_designated_maturity = value @property def buy30cents(self) -> float: """The amount GS would buy for 30 cents charge.""" return self.__buy30cents @buy30cents.setter def buy30cents(self, value: float): self._property_changed('buy30cents') self.__buy30cents = value @property def funding_bid_price(self) -> float: """Latest Bid Price (price willing to buy).""" return self.__funding_bid_price @funding_bid_price.setter def funding_bid_price(self, value: float): self._property_changed('funding_bid_price') self.__funding_bid_price = value @property def series(self) -> str: """Series.""" return self.__series @series.setter def series(self, value: str): self._property_changed('series') self.__series = value @property def sell3bps(self) -> float: """The amount GS would sell for 3 bps charge.""" return self.__sell3bps @sell3bps.setter def sell3bps(self, value: float): self._property_changed('sell3bps') self.__sell3bps = value @property def settlement_price(self) -> float: """Settlement Price.""" return self.__settlement_price @settlement_price.setter def settlement_price(self, value: float): self._property_changed('settlement_price') self.__settlement_price = value @property def quarter(self) -> str: """Quarter of forecast.""" return self.__quarter @quarter.setter def quarter(self, value: str): self._property_changed('quarter') self.__quarter = value @property def sell18bps(self) -> float: """The amount GS would sell for 18 bps charge.""" return self.__sell18bps @sell18bps.setter def sell18bps(self, value: float): self._property_changed('sell18bps') self.__sell18bps = value @property def asset_parameters_floating_rate_option(self) -> str: """The underlying benchmark for the floating rate, e.g. USD-LIBOR-BBA, EUR-EURIBOR- TELERATE.""" return self.__asset_parameters_floating_rate_option @asset_parameters_floating_rate_option.setter def asset_parameters_floating_rate_option(self, value: str): self._property_changed('asset_parameters_floating_rate_option') self.__asset_parameters_floating_rate_option = value @property def realized_vwap_performance_bps(self) -> float: """Average execution price vs Consolidated VWAP (in limit) since order inception ??? realized.""" return self.__realized_vwap_performance_bps @realized_vwap_performance_bps.setter def realized_vwap_performance_bps(self, value: float): self._property_changed('realized_vwap_performance_bps') self.__realized_vwap_performance_bps = value @property def vote_share(self) -> float: """Vote share (predicted) in election.""" return self.__vote_share @vote_share.setter def vote_share(self, value: float): self._property_changed('vote_share') self.__vote_share = value @property def servicing_cost_short_pnl(self) -> float: """Servicing Cost Short Profit and Loss.""" return self.__servicing_cost_short_pnl @servicing_cost_short_pnl.setter def servicing_cost_short_pnl(self, value: float): self._property_changed('servicing_cost_short_pnl') self.__servicing_cost_short_pnl = value @property def total_confirmed(self) -> float: """Total number of confirmed cases.""" return self.__total_confirmed @total_confirmed.setter def total_confirmed(self, value: float): self._property_changed('total_confirmed') self.__total_confirmed = value @property def economic_forecast(self) -> float: """Forecast value.""" return self.__economic_forecast @economic_forecast.setter def economic_forecast(self, value: float): self._property_changed('economic_forecast') self.__economic_forecast = value @property def plot_id(self) -> str: """Plot Identifier.""" return self.__plot_id @plot_id.setter def plot_id(self, value: str): self._property_changed('plot_id') self.__plot_id = value @property def cluster_description(self) -> str: """Description of the Cluster characteristics.""" return self.__cluster_description @cluster_description.setter def cluster_description(self, value: str): self._property_changed('cluster_description') self.__cluster_description = value @property def concentration_limit(self) -> float: """The allowable percentage of the outstanding loan balance of a lenders book that can be lent to/in a particular borrower/market/etc.""" return self.__concentration_limit @concentration_limit.setter def concentration_limit(self, value: float): self._property_changed('concentration_limit') self.__concentration_limit = value @property def wind_speed(self) -> float: """Average wind speed in knots.""" return self.__wind_speed @wind_speed.setter def wind_speed(self, value: float): self._property_changed('wind_speed') self.__wind_speed = value @property def observation_hour(self) -> str: """The observation hour for hourly weather forecast.""" return self.__observation_hour @observation_hour.setter def observation_hour(self, value: str): self._property_changed('observation_hour') self.__observation_hour = value @property def signal(self) -> float: """Signal.""" return self.__signal @signal.setter def signal(self, value: float): self._property_changed('signal') self.__signal = value @property def borrower_id(self) -> str: """Id of the borrowing entity on a securities lending agreement.""" return self.__borrower_id @borrower_id.setter def borrower_id(self, value: str): self._property_changed('borrower_id') self.__borrower_id = value @property def data_product(self) -> str: """Product that dataset belongs to.""" return self.__data_product @data_product.setter def data_product(self, value: str): self._property_changed('data_product') self.__data_product = value @property def buy7point5bps(self) -> float: """The amount GS would buy for 7.5 bps charge.""" return self.__buy7point5bps @buy7point5bps.setter def buy7point5bps(self, value: float): self._property_changed('buy7point5bps') self.__buy7point5bps = value @property def limit_price(self) -> float: """Limit price of the order.""" return self.__limit_price @limit_price.setter def limit_price(self, value: float): self._property_changed('limit_price') self.__limit_price = value @property def bm_prime_id(self) -> float: """Benchmark prime ID of the treasury.""" return self.__bm_prime_id @bm_prime_id.setter def bm_prime_id(self, value: float): self._property_changed('bm_prime_id') self.__bm_prime_id = value @property def data_type(self) -> str: """The type of data for Power or Load. Values may include Actual, Forecast.""" return self.__data_type @data_type.setter def data_type(self, value: str): self._property_changed('data_type') self.__data_type = value @property def count(self) -> float: """Total number of a collection.""" return self.__count @count.setter def count(self, value: float): self._property_changed('count') self.__count = value @property def conviction(self) -> str: """Confidence level in the trade idea.""" return self.__conviction @conviction.setter def conviction(self, value: str): self._property_changed('conviction') self.__conviction = value @property def rfqstate(self) -> str: """RFQ State.""" return self.__rfqstate @rfqstate.setter def rfqstate(self, value: str): self._property_changed('rfqstate') self.__rfqstate = value @property def benchmark_maturity(self) -> str: """The benchmark tenor.""" return self.__benchmark_maturity @benchmark_maturity.setter def benchmark_maturity(self, value: str): self._property_changed('benchmark_maturity') self.__benchmark_maturity = value @property def gross_flow_normalized(self) -> float: """Gross flow for the asset divided by average in defined history.""" return self.__gross_flow_normalized @gross_flow_normalized.setter def gross_flow_normalized(self, value: float): self._property_changed('gross_flow_normalized') self.__gross_flow_normalized = value @property def buy14bps(self) -> float: """The amount GS would buy for 14 bps charge.""" return self.__buy14bps @buy14bps.setter def buy14bps(self, value: float): self._property_changed('buy14bps') self.__buy14bps = value @property def factor_id(self) -> str: """Id for Factors.""" return self.__factor_id @factor_id.setter def factor_id(self, value: str): self._property_changed('factor_id') self.__factor_id = value @property def future_month_v26(self) -> float: """Commods future month code.""" return self.__future_month_v26 @future_month_v26.setter def future_month_v26(self, value: float): self._property_changed('future_month_v26') self.__future_month_v26 = value @property def sts_fx_currency(self) -> str: """Currency of underlying FX risk for STS assets.""" return self.__sts_fx_currency @sts_fx_currency.setter def sts_fx_currency(self, value: str): self._property_changed('sts_fx_currency') self.__sts_fx_currency = value @property def future_month_v25(self) -> float: """Commods future month code.""" return self.__future_month_v25 @future_month_v25.setter def future_month_v25(self, value: float): self._property_changed('future_month_v25') self.__future_month_v25 = value @property def bid_change(self) -> float: """Change in BID price.""" return self.__bid_change @bid_change.setter def bid_change(self, value: float): self._property_changed('bid_change') self.__bid_change = value @property def month(self) -> str: """Month in YYYYMM format.""" return self.__month @month.setter def month(self, value: str): self._property_changed('month') self.__month = value @property def future_month_v24(self) -> float: """Commods future month code.""" return self.__future_month_v24 @future_month_v24.setter def future_month_v24(self, value: float): self._property_changed('future_month_v24') self.__future_month_v24 = value @property def investment_wtd(self) -> float: """Total net investment Week to date.""" return self.__investment_wtd @investment_wtd.setter def investment_wtd(self, value: float): self._property_changed('investment_wtd') self.__investment_wtd = value @property def future_month_v23(self) -> float: """Commods future month code.""" return self.__future_month_v23 @future_month_v23.setter def future_month_v23(self, value: float): self._property_changed('future_month_v23') self.__future_month_v23 = value @property def future_month_v22(self) -> float: """Commods future month code.""" return self.__future_month_v22 @future_month_v22.setter def future_month_v22(self, value: float): self._property_changed('future_month_v22') self.__future_month_v22 = value @property def future_month_v21(self) -> float: """Commods future month code.""" return self.__future_month_v21 @future_month_v21.setter def future_month_v21(self, value: float): self._property_changed('future_month_v21') self.__future_month_v21 = value @property def expiration(self) -> str: """The expiration date of the associated contract and the last date it trades.""" return self.__expiration @expiration.setter def expiration(self, value: str): self._property_changed('expiration') self.__expiration = value @property def leg2_reset_frequency(self) -> str: """An integer multiplier of a period describing how often the parties to an SB swap transaction shall evaluate and, when applicable, change the price used for the underlying assets of the swap transaction (leg 2). Such reset frequency may be described as one letter preceded by an integer.""" return self.__leg2_reset_frequency @leg2_reset_frequency.setter def leg2_reset_frequency(self, value: str): self._property_changed('leg2_reset_frequency') self.__leg2_reset_frequency = value @property def controversy_score(self) -> float: """A company's score for controversy metrics.""" return self.__controversy_score @controversy_score.setter def controversy_score(self, value: float): self._property_changed('controversy_score') self.__controversy_score = value @property def proceed_asset_swap_spread(self) -> float: """Spread between a Proceed Swap Rate and the yield of the bond.""" return self.__proceed_asset_swap_spread @proceed_asset_swap_spread.setter def proceed_asset_swap_spread(self, value: float): self._property_changed('proceed_asset_swap_spread') self.__proceed_asset_swap_spread = value @property def concentration_level(self) -> float: """The percentage of the outstanding loan balance of a lenders book that is being lent to/in a particular borrower/market/etc.""" return self.__concentration_level @concentration_level.setter def concentration_level(self, value: float): self._property_changed('concentration_level') self.__concentration_level = value @property def importance(self) -> float: """Importance.""" return self.__importance @importance.setter def importance(self, value: float): self._property_changed('importance') self.__importance = value @property def asset_classifications_gics_sector(self) -> str: """GICS Sector classification (level 1).""" return self.__asset_classifications_gics_sector @asset_classifications_gics_sector.setter def asset_classifications_gics_sector(self, value: str): self._property_changed('asset_classifications_gics_sector') self.__asset_classifications_gics_sector = value @property def sts_asset_name(self) -> str: """Name of risk asset for STS underliers.""" return self.__sts_asset_name @sts_asset_name.setter def sts_asset_name(self, value: str): self._property_changed('sts_asset_name') self.__sts_asset_name = value @property def net_exposure_classification(self) -> str: """Classification for net exposure of fund.""" return self.__net_exposure_classification @net_exposure_classification.setter def net_exposure_classification(self, value: str): self._property_changed('net_exposure_classification') self.__net_exposure_classification = value @property def settlement_method(self) -> str: """Settlement method of the swap.""" return self.__settlement_method @settlement_method.setter def settlement_method(self, value: str): self._property_changed('settlement_method') self.__settlement_method = value @property def receiver_designated_maturity(self) -> str: """Tenor""" return self.__receiver_designated_maturity @receiver_designated_maturity.setter def receiver_designated_maturity(self, value: str): self._property_changed('receiver_designated_maturity') self.__receiver_designated_maturity = value @property def title(self) -> str: """Title of series.""" return self.__title @title.setter def title(self, value: str): self._property_changed('title') self.__title = value @property def x_ref_type_id(self) -> str: """PadMaster unique xref type identifier.""" return self.__x_ref_type_id @x_ref_type_id.setter def x_ref_type_id(self, value: str): self._property_changed('x_ref_type_id') self.__x_ref_type_id = value @property def duration(self) -> str: """Candle duration. Supported values are??1m, 1h, 1d etc.""" return self.__duration @duration.setter def duration(self, value: str): self._property_changed('duration') self.__duration = value @property def load(self) -> float: """Quantity of power in the electrical grid.""" return self.__load @load.setter def load(self, value: float): self._property_changed('load') self.__load = value @property def alpha(self) -> float: """Alpha.""" return self.__alpha @alpha.setter def alpha(self, value: float): self._property_changed('alpha') self.__alpha = value @property def company(self) -> str: """Activity user company.""" return self.__company @company.setter def company(self, value: str): self._property_changed('company') self.__company = value @property def settlement_frequency(self) -> str: """Settlement Frequency provided by Participant (e.g., Monthly, Daily).""" return self.__settlement_frequency @settlement_frequency.setter def settlement_frequency(self, value: str): self._property_changed('settlement_frequency') self.__settlement_frequency = value @property def dist_avg7_day(self) -> float: """Goldman custom calculated value, only used for GS onshore Money Market Funds, assumes sum of the past 7 days divided by 7 and expressed as a percent.""" return self.__dist_avg7_day @dist_avg7_day.setter def dist_avg7_day(self, value: float): self._property_changed('dist_avg7_day') self.__dist_avg7_day = value @property def in_risk_model(self) -> bool: """Whether or not the asset is in the risk model universe.""" return self.__in_risk_model @in_risk_model.setter def in_risk_model(self, value: bool): self._property_changed('in_risk_model') self.__in_risk_model = value @property def daily_net_shareholder_flows_percent(self) -> float: """Percent of assets paid daily.""" return self.__daily_net_shareholder_flows_percent @daily_net_shareholder_flows_percent.setter def daily_net_shareholder_flows_percent(self, value: float): self._property_changed('daily_net_shareholder_flows_percent') self.__daily_net_shareholder_flows_percent = value @property def filled_notional_local(self) -> float: """Executed notional in Local.""" return self.__filled_notional_local @filled_notional_local.setter def filled_notional_local(self, value: float): self._property_changed('filled_notional_local') self.__filled_notional_local = value @property def ever_hospitalized(self) -> float: """The total number of patients ever hospitalized.""" return self.__ever_hospitalized @ever_hospitalized.setter def ever_hospitalized(self, value: float): self._property_changed('ever_hospitalized') self.__ever_hospitalized = value @property def meeting_number(self) -> float: """Central bank meeting number.""" return self.__meeting_number @meeting_number.setter def meeting_number(self, value: float): self._property_changed('meeting_number') self.__meeting_number = value @property def mid_gspread(self) -> float: """Mid G spread.""" return self.__mid_gspread @mid_gspread.setter def mid_gspread(self, value: float): self._property_changed('mid_gspread') self.__mid_gspread = value @property def days_open_unrealized_bps(self) -> float: """Unrealised performance vs Day Open, in BPS.""" return self.__days_open_unrealized_bps @days_open_unrealized_bps.setter def days_open_unrealized_bps(self, value: float): self._property_changed('days_open_unrealized_bps') self.__days_open_unrealized_bps = value @property def long_level(self) -> float: """Level of the 5-day normalized flow for long selling/buying.""" return self.__long_level @long_level.setter def long_level(self, value: float): self._property_changed('long_level') self.__long_level = value @property def data_description(self) -> str: """Description of data that client is requesting.""" return self.__data_description @data_description.setter def data_description(self, value: str): self._property_changed('data_description') self.__data_description = value @property def temperature_type(self) -> str: """The type of temperature required: max or min or average etc.""" return self.__temperature_type @temperature_type.setter def temperature_type(self, value: str): self._property_changed('temperature_type') self.__temperature_type = value @property def gsideid(self) -> str: """Goldman Sachs internal composite equity and exchange identifier.""" return self.__gsideid @gsideid.setter def gsideid(self, value: str): self._property_changed('gsideid') self.__gsideid = value @property def repo_rate(self) -> float: """Repurchase Rate.""" return self.__repo_rate @repo_rate.setter def repo_rate(self, value: float): self._property_changed('repo_rate') self.__repo_rate = value @property def division(self) -> str: """Division that owns the data.""" return self.__division @division.setter def division(self, value: str): self._property_changed('division') self.__division = value @property def cloud_cover_daily_forecast(self) -> float: """The forecast value for cloud cover in percentage.""" return self.__cloud_cover_daily_forecast @cloud_cover_daily_forecast.setter def cloud_cover_daily_forecast(self, value: float): self._property_changed('cloud_cover_daily_forecast') self.__cloud_cover_daily_forecast = value @property def wind_speed_daily_forecast(self) -> float: """The forecast value for wind speed in Miles per hour.""" return self.__wind_speed_daily_forecast @wind_speed_daily_forecast.setter def wind_speed_daily_forecast(self, value: float): self._property_changed('wind_speed_daily_forecast') self.__wind_speed_daily_forecast = value @property def asset_parameters_floating_rate_day_count_fraction(self) -> str: """Day Count Fraction""" return self.__asset_parameters_floating_rate_day_count_fraction @asset_parameters_floating_rate_day_count_fraction.setter def asset_parameters_floating_rate_day_count_fraction(self, value: str): self._property_changed('asset_parameters_floating_rate_day_count_fraction') self.__asset_parameters_floating_rate_day_count_fraction = value @property def trade_action(self) -> str: """An indication that a publicly reportable securitybased (SB) swap transaction has been incorrectly or erroneously publicly disseminated and is canceled or corrected or a new transaction.""" return self.__trade_action @trade_action.setter def trade_action(self, value: str): self._property_changed('trade_action') self.__trade_action = value @property def action(self) -> str: """The activity action. For example: Viewed""" return self.__action @action.setter def action(self, value: str): self._property_changed('action') self.__action = value @property def ctd_yield(self) -> float: """Yield of cheapest to deliver bond.""" return self.__ctd_yield @ctd_yield.setter def ctd_yield(self, value: float): self._property_changed('ctd_yield') self.__ctd_yield = value @property def arrival_haircut_vwap_normalized(self) -> float: """Performance against Benchmark in pip.""" return self.__arrival_haircut_vwap_normalized @arrival_haircut_vwap_normalized.setter def arrival_haircut_vwap_normalized(self, value: float): self._property_changed('arrival_haircut_vwap_normalized') self.__arrival_haircut_vwap_normalized = value @property def price_component(self) -> str: """Component of total price.""" return self.__price_component @price_component.setter def price_component(self, value: str): self._property_changed('price_component') self.__price_component = value @property def queue_clock_time_description(self) -> str: """Description of the Stock's Queue Clock Time on the particular date.""" return self.__queue_clock_time_description @queue_clock_time_description.setter def queue_clock_time_description(self, value: str): self._property_changed('queue_clock_time_description') self.__queue_clock_time_description = value @property def asset_parameters_receiver_day_count_fraction(self) -> str: """Day Count Fraction""" return self.__asset_parameters_receiver_day_count_fraction @asset_parameters_receiver_day_count_fraction.setter def asset_parameters_receiver_day_count_fraction(self, value: str): self._property_changed('asset_parameters_receiver_day_count_fraction') self.__asset_parameters_receiver_day_count_fraction = value @property def percent_mid_execution_quantity(self) -> float: """Percentage of order filled at mid-touch.""" return self.__percent_mid_execution_quantity @percent_mid_execution_quantity.setter def percent_mid_execution_quantity(self, value: float): self._property_changed('percent_mid_execution_quantity') self.__percent_mid_execution_quantity = value @property def delta_strike(self) -> str: """Option strike price expressed in terms of delta * 100.""" return self.__delta_strike @delta_strike.setter def delta_strike(self, value: str): self._property_changed('delta_strike') self.__delta_strike = value @property def cloud_cover(self) -> float: """Value of the cloud cover for a given unit.""" return self.__cloud_cover @cloud_cover.setter def cloud_cover(self, value: float): self._property_changed('cloud_cover') self.__cloud_cover = value @property def asset_parameters_notional_currency(self) -> str: """Currency, ISO 4217 currency code or exchange quote modifier (e.g. GBP vs GBp)""" return self.__asset_parameters_notional_currency @asset_parameters_notional_currency.setter def asset_parameters_notional_currency(self, value: str): self._property_changed('asset_parameters_notional_currency') self.__asset_parameters_notional_currency = value @property def buy18bps(self) -> float: """The amount GS would buy for 18 bps charge.""" return self.__buy18bps @buy18bps.setter def buy18bps(self, value: float): self._property_changed('buy18bps') self.__buy18bps = value @property def value_actual(self) -> str: """Latest released value.""" return self.__value_actual @value_actual.setter def value_actual(self, value: str): self._property_changed('value_actual') self.__value_actual = value @property def upi(self) -> str: """Unique product identifier for product.""" return self.__upi @upi.setter def upi(self, value: str): self._property_changed('upi') self.__upi = value @property def collateral_currency(self) -> str: """Currency, ISO 4217 currency code or exchange quote modifier (e.g. GBP vs GBp)""" return self.__collateral_currency @collateral_currency.setter def collateral_currency(self, value: str): self._property_changed('collateral_currency') self.__collateral_currency = value @property def original_country(self) -> str: """Country in source dataset.""" return self.__original_country @original_country.setter def original_country(self, value: str): self._property_changed('original_country') self.__original_country = value @property def field(self) -> str: """The market data field (e.g. rate, price). This can be resolved into a dataset when combined with vendor and intraday=true/false.""" return self.__field @field.setter def field(self, value: str): self._property_changed('field') self.__field = value @property def geographic_focus(self) -> str: """Geographic region of focus.""" return self.__geographic_focus @geographic_focus.setter def geographic_focus(self, value: str): self._property_changed('geographic_focus') self.__geographic_focus = value @property def days_open_realized_bps(self) -> float: """Realised performance vs Day Open, in BPS.""" return self.__days_open_realized_bps @days_open_realized_bps.setter def days_open_realized_bps(self, value: float): self._property_changed('days_open_realized_bps') self.__days_open_realized_bps = value @property def fx_risk_premium_index(self) -> float: """FX risk premium index: percentage difference between average spot rate and OECD PPP exchange rate.""" return self.__fx_risk_premium_index @fx_risk_premium_index.setter def fx_risk_premium_index(self, value: float): self._property_changed('fx_risk_premium_index') self.__fx_risk_premium_index = value @property def skew(self) -> float: """Volatility skew.""" return self.__skew @skew.setter def skew(self, value: float): self._property_changed('skew') self.__skew = value @property def status(self) -> str: """Status of report run""" return self.__status @status.setter def status(self, value: str): self._property_changed('status') self.__status = value @property def notional_currency(self) -> str: """An indication of the type of currency of the notional or principal amount.""" return self.__notional_currency @notional_currency.setter def notional_currency(self, value: str): self._property_changed('notional_currency') self.__notional_currency = value @property def sustain_emerging_markets(self) -> bool: """True if the stock is on the SUSTAIN Emerging Markets list as of the corresponding date. False if the stock is removed from the SUSTAIN Emerging Markets list on the corresponding date.""" return self.__sustain_emerging_markets @sustain_emerging_markets.setter def sustain_emerging_markets(self, value: bool): self._property_changed('sustain_emerging_markets') self.__sustain_emerging_markets = value @property def event_date_time(self) -> datetime.datetime: """The time of the event if the event has a specific time, using UTC convention, or the end time of the event if the event occurs during a time window (optional).""" return self.__event_date_time @event_date_time.setter def event_date_time(self, value: datetime.datetime): self._property_changed('event_date_time') self.__event_date_time = value @property def leg1_designated_maturity(self) -> str: """Floating rate index designated maturity period of leg 1.""" return self.__leg1_designated_maturity @leg1_designated_maturity.setter def leg1_designated_maturity(self, value: str): self._property_changed('leg1_designated_maturity') self.__leg1_designated_maturity = value @property def total_price(self) -> float: """Net price of the asset.""" return self.__total_price @total_price.setter def total_price(self, value: float): self._property_changed('total_price') self.__total_price = value @property def on_behalf_of(self) -> str: """Marquee unique identifier""" return self.__on_behalf_of @on_behalf_of.setter def on_behalf_of(self, value: str): self._property_changed('on_behalf_of') self.__on_behalf_of = value @property def test_type(self) -> str: """Semantic category that test belongs to e.g. Timeliness, Completeness etc.""" return self.__test_type @test_type.setter def test_type(self, value: str): self._property_changed('test_type') self.__test_type = value @property def accrued_interest_standard(self) -> float: """The accrued interest paid on the bond if it is settled two business days after the trade date.""" return self.__accrued_interest_standard @accrued_interest_standard.setter def accrued_interest_standard(self, value: float): self._property_changed('accrued_interest_standard') self.__accrued_interest_standard = value @property def future_month_z26(self) -> float: """Commods future month code.""" return self.__future_month_z26 @future_month_z26.setter def future_month_z26(self, value: float): self._property_changed('future_month_z26') self.__future_month_z26 = value @property def future_month_z25(self) -> float: """Commods future month code.""" return self.__future_month_z25 @future_month_z25.setter def future_month_z25(self, value: float): self._property_changed('future_month_z25') self.__future_month_z25 = value @property def ccg_code(self) -> str: """Derived CCG code based on location of the patient at the time of triage.""" return self.__ccg_code @ccg_code.setter def ccg_code(self, value: str): self._property_changed('ccg_code') self.__ccg_code = value @property def short_exposure(self) -> float: """Exposure of a given portfolio to securities which are short in direction. If you are $60 short and $40 long, shortExposure would be $60.""" return self.__short_exposure @short_exposure.setter def short_exposure(self, value: float): self._property_changed('short_exposure') self.__short_exposure = value @property def leg1_fixed_payment_currency(self) -> str: """If fixed payment leg, the unit of fixed payment.""" return self.__leg1_fixed_payment_currency @leg1_fixed_payment_currency.setter def leg1_fixed_payment_currency(self, value: str): self._property_changed('leg1_fixed_payment_currency') self.__leg1_fixed_payment_currency = value @property def arrival_haircut_vwap(self) -> float: """Arrival Haircut VWAP.""" return self.__arrival_haircut_vwap @arrival_haircut_vwap.setter def arrival_haircut_vwap(self, value: float): self._property_changed('arrival_haircut_vwap') self.__arrival_haircut_vwap = value @property def execution_days(self) -> float: """Number of days to used to execute.""" return self.__execution_days @execution_days.setter def execution_days(self, value: float): self._property_changed('execution_days') self.__execution_days = value @property def recall_due_date(self) -> datetime.date: """Date in which the recall of securities in a stock loan recall activity must be complete.""" return self.__recall_due_date @recall_due_date.setter def recall_due_date(self, value: datetime.date): self._property_changed('recall_due_date') self.__recall_due_date = value @property def forward(self) -> float: """Forward value.""" return self.__forward @forward.setter def forward(self, value: float): self._property_changed('forward') self.__forward = value @property def strike(self) -> float: """Strike level relative to at the money in basis points.""" return self.__strike @strike.setter def strike(self, value: float): self._property_changed('strike') self.__strike = value @property def spread_limit(self) -> float: """Spread limit (in pips) for which order slices will be skipped.""" return self.__spread_limit @spread_limit.setter def spread_limit(self, value: float): self._property_changed('spread_limit') self.__spread_limit = value @property def product_scope(self) -> str: """Asset Class(es) for which the restriction is required.""" return self.__product_scope @product_scope.setter def product_scope(self, value: str): self._property_changed('product_scope') self.__product_scope = value @property def asset_parameters_issuer_type(self) -> str: """The type of the bond issuer.""" return self.__asset_parameters_issuer_type @asset_parameters_issuer_type.setter def asset_parameters_issuer_type(self, value: str): self._property_changed('asset_parameters_issuer_type') self.__asset_parameters_issuer_type = value @property def currency1(self) -> str: """An indication of the type of currency of the notional or principal amount.""" return self.__currency1 @currency1.setter def currency1(self, value: str): self._property_changed('currency1') self.__currency1 = value @property def currency2(self) -> str: """Same as currency 1.""" return self.__currency2 @currency2.setter def currency2(self, value: str): self._property_changed('currency2') self.__currency2 = value @property def previous_close_realized_bps(self) -> float: """Realised performance vs Previous Close, in bps.""" return self.__previous_close_realized_bps @previous_close_realized_bps.setter def previous_close_realized_bps(self, value: float): self._property_changed('previous_close_realized_bps') self.__previous_close_realized_bps = value @property def days_since_reported(self) -> float: """Days since last reported.""" return self.__days_since_reported @days_since_reported.setter def days_since_reported(self, value: float): self._property_changed('days_since_reported') self.__days_since_reported = value @property def event_status(self) -> str: """Included if there is additional information about an event, such as the event being cancelled.""" return self.__event_status @event_status.setter def event_status(self, value: str): self._property_changed('event_status') self.__event_status = value @property def vwap_in_limit(self) -> float: """VWAP In Limit benchmark price.""" return self.__vwap_in_limit @vwap_in_limit.setter def vwap_in_limit(self, value: float): self._property_changed('vwap_in_limit') self.__vwap_in_limit = value @property def fwd_duration(self) -> float: """Duration of the forward.""" return self.__fwd_duration @fwd_duration.setter def fwd_duration(self, value: float): self._property_changed('fwd_duration') self.__fwd_duration = value @property def return_(self) -> float: """Return of asset over a given period (e.g. close-to-close).""" return self.__return @return_.setter def return_(self, value: float): self._property_changed('return_') self.__return = value @property def is_pair_basket(self) -> bool: """Whether or not it is a pair basket.""" return self.__is_pair_basket @is_pair_basket.setter def is_pair_basket(self, value: bool): self._property_changed('is_pair_basket') self.__is_pair_basket = value @property def notional_amount(self) -> float: """Only applicable on Commodity Index products.""" return self.__notional_amount @notional_amount.setter def notional_amount(self, value: float): self._property_changed('notional_amount') self.__notional_amount = value @property def pay_or_receive(self) -> str: """Pay or receive fixed""" return self.__pay_or_receive @pay_or_receive.setter def pay_or_receive(self, value: str): self._property_changed('pay_or_receive') self.__pay_or_receive = value @property def total_severe(self) -> float: """Total number of active cases with severe symptoms.""" return self.__total_severe @total_severe.setter def total_severe(self, value: float): self._property_changed('total_severe') self.__total_severe = value @property def unexecuted_notional_usd(self) -> float: """Notional that has not bee executed, in dollars.""" return self.__unexecuted_notional_usd @unexecuted_notional_usd.setter def unexecuted_notional_usd(self, value: float): self._property_changed('unexecuted_notional_usd') self.__unexecuted_notional_usd = value @property def expected_residual_percentage(self) -> float: """Percent of order that will be left as residual.""" return self.__expected_residual_percentage @expected_residual_percentage.setter def expected_residual_percentage(self, value: float): self._property_changed('expected_residual_percentage') self.__expected_residual_percentage = value @property def maturity_date(self) -> datetime.date: """The maturity, termination, or end date of the reportable SB swap transaction.""" return self.__maturity_date @maturity_date.setter def maturity_date(self, value: datetime.date): self._property_changed('maturity_date') self.__maturity_date = value @property def trace_adv_sell(self) -> float: """TRACE ADV for the sell side.""" return self.__trace_adv_sell @trace_adv_sell.setter def trace_adv_sell(self, value: float): self._property_changed('trace_adv_sell') self.__trace_adv_sell = value @property def event_name(self) -> str: """Event name.""" return self.__event_name @event_name.setter def event_name(self, value: str): self._property_changed('event_name') self.__event_name = value @property def address_line2(self) -> str: """Second line of the street address, typically reserved for apartment, suite or space number.""" return self.__address_line2 @address_line2.setter def address_line2(self, value: str): self._property_changed('address_line2') self.__address_line2 = value @property def indication_of_other_price_affecting_term(self) -> str: """An indication that the publicly reportable SB swap transaction has one or more additional term(s) or provision(s), other than those listed in the required real-time data fields, that materially affect(s) the price of the swap transaction.""" return self.__indication_of_other_price_affecting_term @indication_of_other_price_affecting_term.setter def indication_of_other_price_affecting_term(self, value: str): self._property_changed('indication_of_other_price_affecting_term') self.__indication_of_other_price_affecting_term = value @property def unadjusted_bid(self) -> float: """Unadjusted bid level of an asset based on official exchange fixing or calculation agent marked level.""" return self.__unadjusted_bid @unadjusted_bid.setter def unadjusted_bid(self, value: float): self._property_changed('unadjusted_bid') self.__unadjusted_bid = value @property def backtest_type(self) -> str: """Backtest type differentiates the backtest type.""" return self.__backtest_type @backtest_type.setter def backtest_type(self, value: str): self._property_changed('backtest_type') self.__backtest_type = value @property def gsdeer(self) -> float: """Goldman Sachs Dynamic Equilibrium Exchange Rate.""" return self.__gsdeer @gsdeer.setter def gsdeer(self, value: float): self._property_changed('gsdeer') self.__gsdeer = value @property def asset_parameters_issuer(self) -> str: """The issuer of this bond.""" return self.__asset_parameters_issuer @asset_parameters_issuer.setter def asset_parameters_issuer(self, value: str): self._property_changed('asset_parameters_issuer') self.__asset_parameters_issuer = value @property def g_regional_percentile(self) -> float: """A percentile that captures a company's G ranking relative to its region.""" return self.__g_regional_percentile @g_regional_percentile.setter def g_regional_percentile(self, value: float): self._property_changed('g_regional_percentile') self.__g_regional_percentile = value @property def coverage_checked(self) -> float: """Number of entities checked in a run of the checker.""" return self.__coverage_checked @coverage_checked.setter def coverage_checked(self, value: float): self._property_changed('coverage_checked') self.__coverage_checked = value @property def ois_xccy_ex_spike(self) -> float: """Xccy OIS Spread rate excluding Xccy Spikes impacts.""" return self.__ois_xccy_ex_spike @ois_xccy_ex_spike.setter def ois_xccy_ex_spike(self, value: float): self._property_changed('ois_xccy_ex_spike') self.__ois_xccy_ex_spike = value @property def total_risk(self) -> float: """Total risk.""" return self.__total_risk @total_risk.setter def total_risk(self, value: float): self._property_changed('total_risk') self.__total_risk = value @property def mnav(self) -> float: """Net asset value, assets of a fund (ex dividend) divided by total number of shares.""" return self.__mnav @mnav.setter def mnav(self, value: float): self._property_changed('mnav') self.__mnav = value @property def market_volume(self) -> float: """Volume of the stock throughout the whole day across primaries and MTFs.""" return self.__market_volume @market_volume.setter def market_volume(self, value: float): self._property_changed('market_volume') self.__market_volume = value @property def swap_annuity(self) -> float: """Annuity for a benchmark tenor on a currency's fixed-floating swap curve.""" return self.__swap_annuity @swap_annuity.setter def swap_annuity(self, value: float): self._property_changed('swap_annuity') self.__swap_annuity = value @property def par_asset_swap_spread(self) -> float: """Spread between a Par Swap Rate and the yield of the bond.""" return self.__par_asset_swap_spread @par_asset_swap_spread.setter def par_asset_swap_spread(self, value: float): self._property_changed('par_asset_swap_spread') self.__par_asset_swap_spread = value @property def curr_yield7_day(self) -> float: """Average income return over previous 7 days reduced by any capital gains that may have been included in rate calculation, according to the current amount.""" return self.__curr_yield7_day @curr_yield7_day.setter def curr_yield7_day(self, value: float): self._property_changed('curr_yield7_day') self.__curr_yield7_day = value @property def pressure(self) -> float: """Average barometric pressure on a given day in inches of mercury.""" return self.__pressure @pressure.setter def pressure(self, value: float): self._property_changed('pressure') self.__pressure = value @property def short_description(self) -> str: """Short description of dataset.""" return self.__short_description @short_description.setter def short_description(self, value: str): self._property_changed('short_description') self.__short_description = value @property def future_month_z24(self) -> float: """Commods future month code.""" return self.__future_month_z24 @future_month_z24.setter def future_month_z24(self, value: float): self._property_changed('future_month_z24') self.__future_month_z24 = value @property def feed(self) -> str: """Indicates the source feed of the data.""" return self.__feed @feed.setter def feed(self, value: str): self._property_changed('feed') self.__feed = value @property def future_month_z23(self) -> float: """Commods future month code.""" return self.__future_month_z23 @future_month_z23.setter def future_month_z23(self, value: float): self._property_changed('future_month_z23') self.__future_month_z23 = value @property def mkt_point1(self) -> str: """The first dimension of Mkt Point, e.g. 3M, 11Y, DEC19.""" return self.__mkt_point1 @mkt_point1.setter def mkt_point1(self, value: str): self._property_changed('mkt_point1') self.__mkt_point1 = value @property def future_month_z22(self) -> float: """Commods future month code.""" return self.__future_month_z22 @future_month_z22.setter def future_month_z22(self, value: float): self._property_changed('future_month_z22') self.__future_month_z22 = value @property def future_month_z21(self) -> float: """Commods future month code.""" return self.__future_month_z21 @future_month_z21.setter def future_month_z21(self, value: float): self._property_changed('future_month_z21') self.__future_month_z21 = value @property def future_month_z20(self) -> float: """Commods future month code.""" return self.__future_month_z20 @future_month_z20.setter def future_month_z20(self, value: float): self._property_changed('future_month_z20') self.__future_month_z20 = value @property def asset_parameters_commodity_sector(self) -> str: """The sector of the commodity""" return self.__asset_parameters_commodity_sector @asset_parameters_commodity_sector.setter def asset_parameters_commodity_sector(self, value: str): self._property_changed('asset_parameters_commodity_sector') self.__asset_parameters_commodity_sector = value @property def price_notation2(self) -> float: """The Basis points, Price, Yield, Spread, Coupon, etc., value depending on the type of SB swap, which is calculated at affirmation.""" return self.__price_notation2 @price_notation2.setter def price_notation2(self, value: float): self._property_changed('price_notation2') self.__price_notation2 = value @property def market_buffer_threshold(self) -> float: """The required buffer between holdings and on loan quantity for a market.""" return self.__market_buffer_threshold @market_buffer_threshold.setter def market_buffer_threshold(self, value: float): self._property_changed('market_buffer_threshold') self.__market_buffer_threshold = value @property def price_notation3(self) -> float: """The Basis points, Price, Yield, Spread, Coupon, etc., value depending on the type of SB swap, which is calculated at affirmation.""" return self.__price_notation3 @price_notation3.setter def price_notation3(self, value: float): self._property_changed('price_notation3') self.__price_notation3 = value @property def mkt_point3(self) -> str: """The third dimension of Mkt Point, e.g. 3M, 11Y, DEC19.""" return self.__mkt_point3 @mkt_point3.setter def mkt_point3(self, value: str): self._property_changed('mkt_point3') self.__mkt_point3 = value @property def mkt_point2(self) -> str: """The second dimension of Mkt Point, e.g. 3M, 11Y, DEC19.""" return self.__mkt_point2 @mkt_point2.setter def mkt_point2(self, value: str): self._property_changed('mkt_point2') self.__mkt_point2 = value @property def leg2_type(self) -> str: """Indication if leg 2 is fixed or floating or Physical.""" return self.__leg2_type @leg2_type.setter def leg2_type(self, value: str): self._property_changed('leg2_type') self.__leg2_type = value @property def mkt_point4(self) -> str: """The fourth dimension of Mkt Point, e.g. 3M, 11Y, DEC19.""" return self.__mkt_point4 @mkt_point4.setter def mkt_point4(self, value: str): self._property_changed('mkt_point4') self.__mkt_point4 = value @property def degree_days_type(self) -> str: """The type of degree days required: Heating or Cooling etc.""" return self.__degree_days_type @degree_days_type.setter def degree_days_type(self, value: str): self._property_changed('degree_days_type') self.__degree_days_type = value @property def sentiment(self) -> float: """A measure of the overall sentiment of overnight news.""" return self.__sentiment @sentiment.setter def sentiment(self, value: float): self._property_changed('sentiment') self.__sentiment = value @property def investment_income(self) -> float: """The income earned by the reinvested collateral.""" return self.__investment_income @investment_income.setter def investment_income(self, value: float): self._property_changed('investment_income') self.__investment_income = value @property def group_type(self) -> str: """Type of the group.""" return self.__group_type @group_type.setter def group_type(self, value: str): self._property_changed('group_type') self.__group_type = value @property def forward_point_imm(self) -> float: """Immutable outright forward minus spot.""" return self.__forward_point_imm @forward_point_imm.setter def forward_point_imm(self, value: float): self._property_changed('forward_point_imm') self.__forward_point_imm = value @property def twap(self) -> float: """Time weighted average price.""" return self.__twap @twap.setter def twap(self, value: float): self._property_changed('twap') self.__twap = value @property def client_short_name(self) -> str: """The short name of a client.""" return self.__client_short_name @client_short_name.setter def client_short_name(self, value: str): self._property_changed('client_short_name') self.__client_short_name = value @property def group_category(self) -> str: """The type of group: region or sector.""" return self.__group_category @group_category.setter def group_category(self, value: str): self._property_changed('group_category') self.__group_category = value @property def bid_plus_ask(self) -> float: """Sum of bid & ask.""" return self.__bid_plus_ask @bid_plus_ask.setter def bid_plus_ask(self, value: float): self._property_changed('bid_plus_ask') self.__bid_plus_ask = value @property def foreign_ccy_rate(self) -> float: """The interest rate of the foreign currency of the associated FX contract.""" return self.__foreign_ccy_rate @foreign_ccy_rate.setter def foreign_ccy_rate(self, value: float): self._property_changed('foreign_ccy_rate') self.__foreign_ccy_rate = value @property def election_odds(self) -> float: """Odds of winning election.""" return self.__election_odds @election_odds.setter def election_odds(self, value: float): self._property_changed('election_odds') self.__election_odds = value @property def wind_direction_forecast(self) -> float: """The forecast wind direction of given units.""" return self.__wind_direction_forecast @wind_direction_forecast.setter def wind_direction_forecast(self, value: float): self._property_changed('wind_direction_forecast') self.__wind_direction_forecast = value @property def require_anon_client_name(self) -> bool: """Requires Anonymization of Client Name.""" return self.__require_anon_client_name @require_anon_client_name.setter def require_anon_client_name(self, value: bool): self._property_changed('require_anon_client_name') self.__require_anon_client_name = value @property def pricing_location(self) -> str: """Quill pricing location.""" return self.__pricing_location @pricing_location.setter def pricing_location(self, value: str): self._property_changed('pricing_location') self.__pricing_location = value @property def beta(self) -> float: """Beta.""" return self.__beta @beta.setter def beta(self, value: float): self._property_changed('beta') self.__beta = value @property def last_returns_end_date(self) -> datetime.date: """Hedge fund last returns before end date.""" return self.__last_returns_end_date @last_returns_end_date.setter def last_returns_end_date(self, value: datetime.date): self._property_changed('last_returns_end_date') self.__last_returns_end_date = value @property def upfront_payment_date(self) -> datetime.date: """Date of upront payment.""" return self.__upfront_payment_date @upfront_payment_date.setter def upfront_payment_date(self, value: datetime.date): self._property_changed('upfront_payment_date') self.__upfront_payment_date = value @property def sell1point5bps(self) -> float: """The amount GS would sell for 1.5 bps charge.""" return self.__sell1point5bps @sell1point5bps.setter def sell1point5bps(self, value: float): self._property_changed('sell1point5bps') self.__sell1point5bps = value @property def long_exposure(self) -> float: """Exposure of a given portfolio to securities which are long in direction. If you are $60 short and $40 long, longExposure would be $40.""" return self.__long_exposure @long_exposure.setter def long_exposure(self, value: float): self._property_changed('long_exposure') self.__long_exposure = value @property def sell4point5bps(self) -> float: """The amount GS would sell for 4.5 bps charge.""" return self.__sell4point5bps @sell4point5bps.setter def sell4point5bps(self, value: float): self._property_changed('sell4point5bps') self.__sell4point5bps = value @property def tcm_cost_participation_rate20_pct(self) -> float: """TCM cost with a 20 percent participation rate.""" return self.__tcm_cost_participation_rate20_pct @tcm_cost_participation_rate20_pct.setter def tcm_cost_participation_rate20_pct(self, value: float): self._property_changed('tcm_cost_participation_rate20_pct') self.__tcm_cost_participation_rate20_pct = value @property def venue_type(self) -> str: """The type of venue (Exchange, BD, Dark Pool).""" return self.__venue_type @venue_type.setter def venue_type(self, value: str): self._property_changed('venue_type') self.__venue_type = value @property def multi_asset_class_swap(self) -> str: """Indicates if the swap falls under multiple asset classes.""" return self.__multi_asset_class_swap @multi_asset_class_swap.setter def multi_asset_class_swap(self, value: str): self._property_changed('multi_asset_class_swap') self.__multi_asset_class_swap = value @property def delta_change_id(self) -> float: """PadMaster unique delta change identifier.""" return self.__delta_change_id @delta_change_id.setter def delta_change_id(self, value: float): self._property_changed('delta_change_id') self.__delta_change_id = value @property def implementation_id(self) -> str: """Marquee unique Implementation identifier.""" return self.__implementation_id @implementation_id.setter def implementation_id(self, value: str): self._property_changed('implementation_id') self.__implementation_id = value @property def leg1_fixed_payment(self) -> float: """If fixed payment leg, the fixed payment amount, which is price*number of contracts bought*contract unit.""" return self.__leg1_fixed_payment @leg1_fixed_payment.setter def leg1_fixed_payment(self, value: float): self._property_changed('leg1_fixed_payment') self.__leg1_fixed_payment = value @property def es_numeric_score(self) -> float: """A company's score for E&S subsector-relative numeric metrics.""" return self.__es_numeric_score @es_numeric_score.setter def es_numeric_score(self, value: float): self._property_changed('es_numeric_score') self.__es_numeric_score = value @property def in_benchmark(self) -> bool: """Whether or not the asset is in the benchmark.""" return self.__in_benchmark @in_benchmark.setter def in_benchmark(self, value: bool): self._property_changed('in_benchmark') self.__in_benchmark = value @property def action_sdr(self) -> str: """An indication that a publicly reportable securitybased (SB) swap transaction has been incorrectly or erroneously publicly disseminated and is canceled or corrected or a new transaction.""" return self.__action_sdr @action_sdr.setter def action_sdr(self, value: str): self._property_changed('action_sdr') self.__action_sdr = value @property def count_ideas_qtd(self) -> float: """Ideas alive at a time Quarter to date.""" return self.__count_ideas_qtd @count_ideas_qtd.setter def count_ideas_qtd(self, value: float): self._property_changed('count_ideas_qtd') self.__count_ideas_qtd = value @property def knock_out_price(self) -> float: """Market level required for an order to knock out.""" return self.__knock_out_price @knock_out_price.setter def knock_out_price(self, value: float): self._property_changed('knock_out_price') self.__knock_out_price = value @property def ctd_asset_id(self) -> str: """Id of cheapest to deliver bond.""" return self.__ctd_asset_id @ctd_asset_id.setter def ctd_asset_id(self, value: str): self._property_changed('ctd_asset_id') self.__ctd_asset_id = value @property def buy10bps(self) -> float: """The amount GS would buy for 10 bps charge.""" return self.__buy10bps @buy10bps.setter def buy10bps(self, value: float): self._property_changed('buy10bps') self.__buy10bps = value @property def precipitation(self) -> float: """Amount of rainfall in inches.""" return self.__precipitation @precipitation.setter def precipitation(self, value: float): self._property_changed('precipitation') self.__precipitation = value @property def value_type(self) -> str: """Value type.""" return self.__value_type @value_type.setter def value_type(self, value: str): self._property_changed('value_type') self.__value_type = value @property def beta_adjusted_net_exposure(self) -> float: """Beta adjusted net exposure.""" return self.__beta_adjusted_net_exposure @beta_adjusted_net_exposure.setter def beta_adjusted_net_exposure(self, value: float): self._property_changed('beta_adjusted_net_exposure') self.__beta_adjusted_net_exposure = value @property def estimated_rod_volume(self) -> float: """Consolidated rest of day volume in continuous trading and closing auction.""" return self.__estimated_rod_volume @estimated_rod_volume.setter def estimated_rod_volume(self, value: float): self._property_changed('estimated_rod_volume') self.__estimated_rod_volume = value @property def sell14bps(self) -> float: """The amount GS would sell for 14 bps charge.""" return self.__sell14bps @sell14bps.setter def sell14bps(self, value: float): self._property_changed('sell14bps') self.__sell14bps = value @property def excess_return_price(self) -> float: """The excess return price of an instrument.""" return self.__excess_return_price @excess_return_price.setter def excess_return_price(self, value: float): self._property_changed('excess_return_price') self.__excess_return_price = value @property def fx_pnl(self) -> float: """Foreign Exchange Profit and Loss (PNL).""" return self.__fx_pnl @fx_pnl.setter def fx_pnl(self, value: float): self._property_changed('fx_pnl') self.__fx_pnl = value @property def asset_classifications_gics_industry_group(self) -> str: """GICS Industry Group classification (level 2).""" return self.__asset_classifications_gics_industry_group @asset_classifications_gics_industry_group.setter def asset_classifications_gics_industry_group(self, value: str): self._property_changed('asset_classifications_gics_industry_group') self.__asset_classifications_gics_industry_group = value @property def lending_sec_id(self) -> str: """Securities lending identifiter for the security on loan.""" return self.__lending_sec_id @lending_sec_id.setter def lending_sec_id(self, value: str): self._property_changed('lending_sec_id') self.__lending_sec_id = value @property def dollar_duration(self) -> float: """Measure of a bond's price sensitivity to changes in interest rates.""" return self.__dollar_duration @dollar_duration.setter def dollar_duration(self, value: float): self._property_changed('dollar_duration') self.__dollar_duration = value @property def equity_theta(self) -> float: """Theta exposure to equity products.""" return self.__equity_theta @equity_theta.setter def equity_theta(self, value: float): self._property_changed('equity_theta') self.__equity_theta = value @property def dv01(self) -> float: """Measure of the dollar change in a bond's value to a change in the market interest rate.""" return self.__dv01 @dv01.setter def dv01(self, value: float): self._property_changed('dv01') self.__dv01 = value @property def start_date(self) -> datetime.date: """Start date specific to an asset. For example start date for the swap.""" return self.__start_date @start_date.setter def start_date(self, value: datetime.date): self._property_changed('start_date') self.__start_date = value @property def mixed_swap(self) -> str: """Indicates if the swap falls under both the CFTC and SEC jurisdictions.""" return self.__mixed_swap @mixed_swap.setter def mixed_swap(self, value: str): self._property_changed('mixed_swap') self.__mixed_swap = value @property def swaption_premium(self) -> float: """Swaption premium.""" return self.__swaption_premium @swaption_premium.setter def swaption_premium(self, value: float): self._property_changed('swaption_premium') self.__swaption_premium = value @property def snowfall(self) -> float: """Amount of snowfall in inches.""" return self.__snowfall @snowfall.setter def snowfall(self, value: float): self._property_changed('snowfall') self.__snowfall = value @property def liquidity_bucket_buy(self) -> float: """Liquidity bucket for buying the bond.""" return self.__liquidity_bucket_buy @liquidity_bucket_buy.setter def liquidity_bucket_buy(self, value: float): self._property_changed('liquidity_bucket_buy') self.__liquidity_bucket_buy = value @property def mic(self) -> str: """Market identifier code.""" return self.__mic @mic.setter def mic(self, value: str): self._property_changed('mic') self.__mic = value @property def latitude(self) -> float: """Latitude.""" return self.__latitude @latitude.setter def latitude(self, value: float): self._property_changed('latitude') self.__latitude = value @property def mid(self) -> float: """Mid.""" return self.__mid @mid.setter def mid(self, value: float): self._property_changed('mid') self.__mid = value @property def implied_repo(self) -> float: """Rate of return that can be earned by simultaneously selling a bond futures and then buying that actual bond of equal amount in the cash market using borrowed money.""" return self.__implied_repo @implied_repo.setter def implied_repo(self, value: float): self._property_changed('implied_repo') self.__implied_repo = value @property def long(self) -> float: """Long exposure.""" return self.__long @long.setter def long(self, value: float): self._property_changed('long') self.__long = value @property def first_execution_time(self) -> datetime.datetime: """Arrival execution time.""" return self.__first_execution_time @first_execution_time.setter def first_execution_time(self, value: datetime.datetime): self._property_changed('first_execution_time') self.__first_execution_time = value @property def covered_bond(self) -> bool: """Whether the debt security is collateralized against a pool of assets that, in case of failure of the issuer, can cover claims at any point of time.""" return self.__covered_bond @covered_bond.setter def covered_bond(self, value: bool): self._property_changed('covered_bond') self.__covered_bond = value @property def region_code(self) -> str: """ISO 3166 Region Code. Generally a three digit code.""" return self.__region_code @region_code.setter def region_code(self, value: str): self._property_changed('region_code') self.__region_code = value @property def buy20cents(self) -> float: """The amount GS would buy for 20 cents charge.""" return self.__buy20cents @buy20cents.setter def buy20cents(self, value: float): self._property_changed('buy20cents') self.__buy20cents = value @property def long_weight(self) -> float: """Long weight of a position in a given portfolio. Equivalent to position long exposure / total long exposure. If you have a position with a longExposure of $20, and your portfolio longExposure is $100, longWeight would be 0.2 (20/100).""" return self.__long_weight @long_weight.setter def long_weight(self, value: float): self._property_changed('long_weight') self.__long_weight = value @property def calculation_time(self) -> int: """Time taken to calculate risk metric (ms).""" return self.__calculation_time @calculation_time.setter def calculation_time(self, value: int): self._property_changed('calculation_time') self.__calculation_time = value @property def liquidity_bucket_sell(self) -> float: """Liquidity bucket for selling the bond.""" return self.__liquidity_bucket_sell @liquidity_bucket_sell.setter def liquidity_bucket_sell(self, value: float): self._property_changed('liquidity_bucket_sell') self.__liquidity_bucket_sell = value @property def days_open_unrealized_cash(self) -> float: """Unrealised performance vs Day Open, in USD.""" return self.__days_open_unrealized_cash @days_open_unrealized_cash.setter def days_open_unrealized_cash(self, value: float): self._property_changed('days_open_unrealized_cash') self.__days_open_unrealized_cash = value @property def temperature(self) -> float: """Value of the temperature of given type.""" return self.__temperature @temperature.setter def temperature(self, value: float): self._property_changed('temperature') self.__temperature = value @property def average_realized_variance(self) -> float: """Average variance of an asset realized by observations of market prices.""" return self.__average_realized_variance @average_realized_variance.setter def average_realized_variance(self, value: float): self._property_changed('average_realized_variance') self.__average_realized_variance = value @property def rating_fitch(self) -> str: """Bond rating from Fitch.""" return self.__rating_fitch @rating_fitch.setter def rating_fitch(self, value: str): self._property_changed('rating_fitch') self.__rating_fitch = value @property def financial_returns_score(self) -> float: """Financial Returns percentile relative to Americas coverage universe (a higher score means stronger financial returns).""" return self.__financial_returns_score @financial_returns_score.setter def financial_returns_score(self, value: float): self._property_changed('financial_returns_score') self.__financial_returns_score = value @property def year_or_quarter(self) -> str: """Year or quarter for which the forecast holds.""" return self.__year_or_quarter @year_or_quarter.setter def year_or_quarter(self, value: str): self._property_changed('year_or_quarter') self.__year_or_quarter = value @property def non_symbol_dimensions(self) -> Tuple[str, ...]: """Fields that are not nullable.""" return self.__non_symbol_dimensions @non_symbol_dimensions.setter def non_symbol_dimensions(self, value: Tuple[str, ...]): self._property_changed('non_symbol_dimensions') self.__non_symbol_dimensions = value @property def commodities_forecast(self) -> float: """Forecast value.""" return self.__commodities_forecast @commodities_forecast.setter def commodities_forecast(self, value: float): self._property_changed('commodities_forecast') self.__commodities_forecast = value @property def covid19_by_state(self) -> float: """Total number of people affected by covid19 for a given state country.""" return self.__covid19_by_state @covid19_by_state.setter def covid19_by_state(self, value: float): self._property_changed('covid19_by_state') self.__covid19_by_state = value @property def percentage_expected_residual(self) -> float: """Percentage expected residual quantity.""" return self.__percentage_expected_residual @percentage_expected_residual.setter def percentage_expected_residual(self, value: float): self._property_changed('percentage_expected_residual') self.__percentage_expected_residual = value @property def hospital_name(self) -> str: """Name of hospital, where hospital is defined as a healthcare institution providing at inpatient, therapeutic, and/or rehabilitation services under the supervision of physicians.""" return self.__hospital_name @hospital_name.setter def hospital_name(self, value: str): self._property_changed('hospital_name') self.__hospital_name = value @property def buy90cents(self) -> float: """The amount GS would buy for 90 cents charge.""" return self.__buy90cents @buy90cents.setter def buy90cents(self, value: float): self._property_changed('buy90cents') self.__buy90cents = value @property def period_type(self) -> str: """Period type.""" return self.__period_type @period_type.setter def period_type(self, value: str): self._property_changed('period_type') self.__period_type = value @property def asset_classifications_country_name(self) -> str: """Country name of asset.""" return self.__asset_classifications_country_name @asset_classifications_country_name.setter def asset_classifications_country_name(self, value: str): self._property_changed('asset_classifications_country_name') self.__asset_classifications_country_name = value @property def total_hospitalized(self) -> float: """Total number of hospitalized cases.""" return self.__total_hospitalized @total_hospitalized.setter def total_hospitalized(self, value: float): self._property_changed('total_hospitalized') self.__total_hospitalized = value @property def pegged_refill_interval(self) -> float: """Time interval (in seconds) between a tranche getting filled and the next tranche being shown on the order book.""" return self.__pegged_refill_interval @pegged_refill_interval.setter def pegged_refill_interval(self, value: float): self._property_changed('pegged_refill_interval') self.__pegged_refill_interval = value @property def fatalities_probable(self) -> float: """Total number of probable fatalities.""" return self.__fatalities_probable @fatalities_probable.setter def fatalities_probable(self, value: float): self._property_changed('fatalities_probable') self.__fatalities_probable = value @property def administrative_region(self) -> str: """Name of the county or province.""" return self.__administrative_region @administrative_region.setter def administrative_region(self, value: str): self._property_changed('administrative_region') self.__administrative_region = value @property def open(self) -> float: """Opening level of an asset based on official exchange fixing or calculation agent marked level.""" return self.__open @open.setter def open(self, value: float): self._property_changed('open') self.__open = value @property def cusip(self) -> str: """CUSIP - Committee on Uniform Securities Identification Procedures number (subject to licensing).""" return self.__cusip @cusip.setter def cusip(self, value: str): self._property_changed('cusip') self.__cusip = value @property def total_confirmed_by_state(self) -> float: """Total number of confirmed cases by state.""" return self.__total_confirmed_by_state @total_confirmed_by_state.setter def total_confirmed_by_state(self, value: float): self._property_changed('total_confirmed_by_state') self.__total_confirmed_by_state = value @property def idea_activity_time(self) -> datetime.datetime: """The time the idea activity took place. If ideaStatus is open, the time reflects the Idea creation time. If ideaStatus is closed, the time reflects the time the idea was closed.""" return self.__idea_activity_time @idea_activity_time.setter def idea_activity_time(self, value: datetime.datetime): self._property_changed('idea_activity_time') self.__idea_activity_time = value @property def wind_attribute(self) -> str: """The attribute of wind required: direction or speed etc.""" return self.__wind_attribute @wind_attribute.setter def wind_attribute(self, value: str): self._property_changed('wind_attribute') self.__wind_attribute = value @property def spread_option_atm_fwd_rate(self) -> float: """Spread Option ATM forward rate.""" return self.__spread_option_atm_fwd_rate @spread_option_atm_fwd_rate.setter def spread_option_atm_fwd_rate(self, value: float): self._property_changed('spread_option_atm_fwd_rate') self.__spread_option_atm_fwd_rate = value @property def net_exposure(self) -> float: """The difference between long and short exposure in the portfolio. If you are $60 short and $40 long, then the netExposure would be -$20 (-60+40).""" return self.__net_exposure @net_exposure.setter def net_exposure(self, value: float): self._property_changed('net_exposure') self.__net_exposure = value @property def is_legacy_pair_basket(self) -> bool: """Whether or not it is a legacy pair baskets which are not tradabale as don't have secdb asset.""" return self.__is_legacy_pair_basket @is_legacy_pair_basket.setter def is_legacy_pair_basket(self, value: bool): self._property_changed('is_legacy_pair_basket') self.__is_legacy_pair_basket = value @property def issuer_type(self) -> str: """The type of the bond issuer.""" return self.__issuer_type @issuer_type.setter def issuer_type(self, value: str): self._property_changed('issuer_type') self.__issuer_type = value @property def buy70cents(self) -> float: """The amount GS would buy for 70 cents charge.""" return self.__buy70cents @buy70cents.setter def buy70cents(self, value: float): self._property_changed('buy70cents') self.__buy70cents = value @property def strike_reference(self) -> str: """Reference for strike level (enum: spot, forward).""" return self.__strike_reference @strike_reference.setter def strike_reference(self, value: str): self._property_changed('strike_reference') self.__strike_reference = value @property def asset_count(self) -> float: """Number of assets in a portfolio or index.""" return self.__asset_count @asset_count.setter def asset_count(self, value: float): self._property_changed('asset_count') self.__asset_count = value @property def is_order_in_limit(self) -> bool: """Is the order???s passive leg in limit.""" return self.__is_order_in_limit @is_order_in_limit.setter def is_order_in_limit(self, value: bool): self._property_changed('is_order_in_limit') self.__is_order_in_limit = value @property def fundamental_metric(self) -> float: """Fundamental metric value.""" return self.__fundamental_metric @fundamental_metric.setter def fundamental_metric(self, value: float): self._property_changed('fundamental_metric') self.__fundamental_metric = value @property def quote_status_id(self) -> str: """PadMaster unique quote status identifier.""" return self.__quote_status_id @quote_status_id.setter def quote_status_id(self, value: str): self._property_changed('quote_status_id') self.__quote_status_id = value @property def absolute_value(self) -> float: """The notional value of the asset.""" return self.__absolute_value @absolute_value.setter def absolute_value(self, value: float): self._property_changed('absolute_value') self.__absolute_value = value @property def closing_report(self) -> str: """Report that was published when the trade idea was closed.""" return self.__closing_report @closing_report.setter def closing_report(self, value: str): self._property_changed('closing_report') self.__closing_report = value @property def previous_total_confirmed(self) -> float: """The previous day's number of total confirmed cases.""" return self.__previous_total_confirmed @previous_total_confirmed.setter def previous_total_confirmed(self, value: float): self._property_changed('previous_total_confirmed') self.__previous_total_confirmed = value @property def long_tenor(self) -> str: """Tenor of instrument.""" return self.__long_tenor @long_tenor.setter def long_tenor(self, value: str): self._property_changed('long_tenor') self.__long_tenor = value @property def multiplier(self) -> float: """Underlying unit per asset multiplier.""" return self.__multiplier @multiplier.setter def multiplier(self, value: float): self._property_changed('multiplier') self.__multiplier = value @property def buy40cents(self) -> float: """The amount GS would buy for 40 cents charge.""" return self.__buy40cents @buy40cents.setter def buy40cents(self, value: float): self._property_changed('buy40cents') self.__buy40cents = value @property def asset_count_priced(self) -> float: """Number of assets in a portfolio which could be priced.""" return self.__asset_count_priced @asset_count_priced.setter def asset_count_priced(self, value: float): self._property_changed('asset_count_priced') self.__asset_count_priced = value @property def vote_direction(self) -> float: """Direction of vote.""" return self.__vote_direction @vote_direction.setter def vote_direction(self, value: float): self._property_changed('vote_direction') self.__vote_direction = value @property def implied_repo_rate(self) -> float: """Rate of return that can be earned by simultaneously selling a bond futures or forward contract, and then buying that actual bond of equal amount in the cash market using borrowed money.""" return self.__implied_repo_rate @implied_repo_rate.setter def implied_repo_rate(self, value: float): self._property_changed('implied_repo_rate') self.__implied_repo_rate = value @property def settlement_currency(self) -> str: """The settlement currency type for SB swap transactions in the FX asset class.""" return self.__settlement_currency @settlement_currency.setter def settlement_currency(self, value: str): self._property_changed('settlement_currency') self.__settlement_currency = value @property def wtd_degree_days_forecast(self) -> float: """The forecast for weighted degree days of diff types of given units.""" return self.__wtd_degree_days_forecast @wtd_degree_days_forecast.setter def wtd_degree_days_forecast(self, value: float): self._property_changed('wtd_degree_days_forecast') self.__wtd_degree_days_forecast = value @property def indication_of_collateralization(self) -> str: """If an SB swap is not cleared, an indication of whether a swap is Uncollateralized (UC), Partially Collateralized (PC), One-Way Collateralized (OC), or Fully Collateralized (FC).""" return self.__indication_of_collateralization @indication_of_collateralization.setter def indication_of_collateralization(self, value: str): self._property_changed('indication_of_collateralization') self.__indication_of_collateralization = value @property def future_month_n26(self) -> float: """Commods future month code.""" return self.__future_month_n26 @future_month_n26.setter def future_month_n26(self, value: float): self._property_changed('future_month_n26') self.__future_month_n26 = value @property def lending_partner_fee(self) -> float: """Fee earned by the Lending Partner in a securities lending agreement.""" return self.__lending_partner_fee @lending_partner_fee.setter def lending_partner_fee(self, value: float): self._property_changed('lending_partner_fee') self.__lending_partner_fee = value @property def future_month_n25(self) -> float: """Commods future month code.""" return self.__future_month_n25 @future_month_n25.setter def future_month_n25(self, value: float): self._property_changed('future_month_n25') self.__future_month_n25 = value @property def future_month_n24(self) -> float: """Commods future month code.""" return self.__future_month_n24 @future_month_n24.setter def future_month_n24(self, value: float): self._property_changed('future_month_n24') self.__future_month_n24 = value @property def primary_vwap_realized_bps(self) -> float: """Realised performance vs Primary VWAP, in bps.""" return self.__primary_vwap_realized_bps @primary_vwap_realized_bps.setter def primary_vwap_realized_bps(self, value: float): self._property_changed('primary_vwap_realized_bps') self.__primary_vwap_realized_bps = value @property def future_month_n23(self) -> float: """Commods future month code.""" return self.__future_month_n23 @future_month_n23.setter def future_month_n23(self, value: float): self._property_changed('future_month_n23') self.__future_month_n23 = value @property def future_month_n22(self) -> float: """Commods future month code.""" return self.__future_month_n22 @future_month_n22.setter def future_month_n22(self, value: float): self._property_changed('future_month_n22') self.__future_month_n22 = value @property def future_month_n21(self) -> float: """Commods future month code.""" return self.__future_month_n21 @future_month_n21.setter def future_month_n21(self, value: float): self._property_changed('future_month_n21') self.__future_month_n21 = value @property def break_even_inflation(self) -> float: """Break even inflation.""" return self.__break_even_inflation @break_even_inflation.setter def break_even_inflation(self, value: float): self._property_changed('break_even_inflation') self.__break_even_inflation = value @property def pnl_ytd(self) -> float: """Total PnL Year to date.""" return self.__pnl_ytd @pnl_ytd.setter def pnl_ytd(self, value: float): self._property_changed('pnl_ytd') self.__pnl_ytd = value @property def leg1_return_type(self) -> str: """Indication if return of leg 1 is total.""" return self.__leg1_return_type @leg1_return_type.setter def leg1_return_type(self, value: str): self._property_changed('leg1_return_type') self.__leg1_return_type = value @property def tenor2(self) -> str: """Tenor of instrument.""" return self.__tenor2 @tenor2.setter def tenor2(self, value: str): self._property_changed('tenor2') self.__tenor2 = value @property def reset_frequency(self) -> str: """An integer multiplier of a period describing how often the parties to an SB swap transaction shall evaluate and, when applicable, change the price used for the underlying assets of the swap transaction. Such reset frequency may be described as one letter preceded by an integer.""" return self.__reset_frequency @reset_frequency.setter def reset_frequency(self, value: str): self._property_changed('reset_frequency') self.__reset_frequency = value @property def asset_parameters_payer_frequency(self) -> str: """Tenor""" return self.__asset_parameters_payer_frequency @asset_parameters_payer_frequency.setter def asset_parameters_payer_frequency(self, value: str): self._property_changed('asset_parameters_payer_frequency') self.__asset_parameters_payer_frequency = value @property def degree_days_forecast(self) -> float: """The forecast value for degree days.""" return self.__degree_days_forecast @degree_days_forecast.setter def degree_days_forecast(self, value: float): self._property_changed('degree_days_forecast') self.__degree_days_forecast = value @property def is_manually_silenced(self) -> str: """Indicates if an entity was silenced at time of check.""" return self.__is_manually_silenced @is_manually_silenced.setter def is_manually_silenced(self, value: str): self._property_changed('is_manually_silenced') self.__is_manually_silenced = value @property def buy3bps(self) -> float: """The amount GS would buy for 3 bps charge.""" return self.__buy3bps @buy3bps.setter def buy3bps(self, value: float): self._property_changed('buy3bps') self.__buy3bps = value @property def last_updated_by_id(self) -> str: """Unique identifier of user who last updated the object.""" return self.__last_updated_by_id @last_updated_by_id.setter def last_updated_by_id(self, value: str): self._property_changed('last_updated_by_id') self.__last_updated_by_id = value @property def legal_entity_acct(self) -> str: """Account assoicated with the entity that has legal rights to the fund.""" return self.__legal_entity_acct @legal_entity_acct.setter def legal_entity_acct(self, value: str): self._property_changed('legal_entity_acct') self.__legal_entity_acct = value @property def target_shareholder_meeting_date(self) -> str: """Target acquisition entity shareholder meeting date.""" return self.__target_shareholder_meeting_date @target_shareholder_meeting_date.setter def target_shareholder_meeting_date(self, value: str): self._property_changed('target_shareholder_meeting_date') self.__target_shareholder_meeting_date = value @property def pace_of_rollp0(self) -> float: """The 0th-percentile of the pace of roll compared to previous quarters (over the last 5 years) at the same point in time, i.e. cross-sectional.""" return self.__pace_of_rollp0 @pace_of_rollp0.setter def pace_of_rollp0(self, value: float): self._property_changed('pace_of_rollp0') self.__pace_of_rollp0 = value @property def controversy_percentile(self) -> float: """A percentile that captures a company's controversy ranking.""" return self.__controversy_percentile @controversy_percentile.setter def controversy_percentile(self, value: float): self._property_changed('controversy_percentile') self.__controversy_percentile = value @property def leg1_notional_currency(self) -> str: """An indication of the type of currency of the notional or principal amount.""" return self.__leg1_notional_currency @leg1_notional_currency.setter def leg1_notional_currency(self, value: str): self._property_changed('leg1_notional_currency') self.__leg1_notional_currency = value @property def compliance_effective_time(self) -> datetime.datetime: """Time that the compliance status became effective.""" return self.__compliance_effective_time @compliance_effective_time.setter def compliance_effective_time(self, value: datetime.datetime): self._property_changed('compliance_effective_time') self.__compliance_effective_time = value @property def expiration_date(self) -> datetime.date: """The expiration date of the associated contract and the last date it trades.""" return self.__expiration_date @expiration_date.setter def expiration_date(self, value: datetime.date): self._property_changed('expiration_date') self.__expiration_date = value @property def floating_rate_day_count_fraction(self) -> str: """Day Count Fraction""" return self.__floating_rate_day_count_fraction @floating_rate_day_count_fraction.setter def floating_rate_day_count_fraction(self, value: str): self._property_changed('floating_rate_day_count_fraction') self.__floating_rate_day_count_fraction = value @property def call_last_date(self) -> datetime.date: """ISO 8601-formatted date""" return self.__call_last_date @call_last_date.setter def call_last_date(self, value: datetime.date): self._property_changed('call_last_date') self.__call_last_date = value @property def factor_return(self) -> float: """Factor return.""" return self.__factor_return @factor_return.setter def factor_return(self, value: float): self._property_changed('factor_return') self.__factor_return = value @property def passive_flow_ratio(self) -> float: """Ratio of signed passive dollar flow to market cap of global stocks, i.e. proportion of company's market cap that is part of passive fund flows observed weekly. Normalised between -3 (low level) and +3 (high level).""" return self.__passive_flow_ratio @passive_flow_ratio.setter def passive_flow_ratio(self, value: float): self._property_changed('passive_flow_ratio') self.__passive_flow_ratio = value @property def composite5_day_adv(self) -> float: """Composite 5 day ADV.""" return self.__composite5_day_adv @composite5_day_adv.setter def composite5_day_adv(self, value: float): self._property_changed('composite5_day_adv') self.__composite5_day_adv = value @property def marginal_contribution_to_risk(self) -> float: """Marginal contribution of a given asset to portfolio variance, is dependent on covariance matrix.""" return self.__marginal_contribution_to_risk @marginal_contribution_to_risk.setter def marginal_contribution_to_risk(self, value: float): self._property_changed('marginal_contribution_to_risk') self.__marginal_contribution_to_risk = value @property def close_date(self) -> datetime.date: """Date the trade idea was closed.""" return self.__close_date @close_date.setter def close_date(self, value: datetime.date): self._property_changed('close_date') self.__close_date = value @property def temperature_hour_forecast(self) -> float: """The hour forecast of max/min temperature of a given day.""" return self.__temperature_hour_forecast @temperature_hour_forecast.setter def temperature_hour_forecast(self, value: float): self._property_changed('temperature_hour_forecast') self.__temperature_hour_forecast = value @property def new_ideas_wtd(self) -> float: """Ideas received by clients Week to date.""" return self.__new_ideas_wtd @new_ideas_wtd.setter def new_ideas_wtd(self, value: float): self._property_changed('new_ideas_wtd') self.__new_ideas_wtd = value @property def asset_class_sdr(self) -> str: """An indication of one of the broad categories. For our use case will typically be CO.""" return self.__asset_class_sdr @asset_class_sdr.setter def asset_class_sdr(self, value: str): self._property_changed('asset_class_sdr') self.__asset_class_sdr = value @property def yield_to_worst(self) -> float: """The return an investor realizes on a bond sold at the mid price at the worst call date.""" return self.__yield_to_worst @yield_to_worst.setter def yield_to_worst(self, value: float): self._property_changed('yield_to_worst') self.__yield_to_worst = value @property def closing_price(self) -> float: """Closing price.""" return self.__closing_price @closing_price.setter def closing_price(self, value: float): self._property_changed('closing_price') self.__closing_price = value @property def turnover_composite_adjusted(self) -> float: """Turnover composite adjusted for corporate actions.""" return self.__turnover_composite_adjusted @turnover_composite_adjusted.setter def turnover_composite_adjusted(self, value: float): self._property_changed('turnover_composite_adjusted') self.__turnover_composite_adjusted = value @property def comment(self) -> str: """The comment associated with the trade idea in URL encoded format.""" return self.__comment @comment.setter def comment(self, value: str): self._property_changed('comment') self.__comment = value @property def source_symbol(self) -> str: """Source symbol.""" return self.__source_symbol @source_symbol.setter def source_symbol(self, value: str): self._property_changed('source_symbol') self.__source_symbol = value @property def ask_unadjusted(self) -> float: """Unadjusted ask level of an asset based on official exchange fixing or calculation agent marked level.""" return self.__ask_unadjusted @ask_unadjusted.setter def ask_unadjusted(self, value: float): self._property_changed('ask_unadjusted') self.__ask_unadjusted = value @property def restrict_external_derived_data(self) -> bool: """Restricts Ability to Use Externally as Part of Derived Data.""" return self.__restrict_external_derived_data @restrict_external_derived_data.setter def restrict_external_derived_data(self, value: bool): self._property_changed('restrict_external_derived_data') self.__restrict_external_derived_data = value @property def ask_change(self) -> float: """Change in the ask price.""" return self.__ask_change @ask_change.setter def ask_change(self, value: float): self._property_changed('ask_change') self.__ask_change = value @property def count_ideas_mtd(self) -> float: """Ideas alive at a time Month to date.""" return self.__count_ideas_mtd @count_ideas_mtd.setter def count_ideas_mtd(self, value: float): self._property_changed('count_ideas_mtd') self.__count_ideas_mtd = value @property def end_date(self) -> datetime.date: """The maturity, termination, or end date of the reportable SB swap transaction.""" return self.__end_date @end_date.setter def end_date(self, value: datetime.date): self._property_changed('end_date') self.__end_date = value @property def sunshine(self) -> float: """The percent of sunshine for a given location.""" return self.__sunshine @sunshine.setter def sunshine(self, value: float): self._property_changed('sunshine') self.__sunshine = value @property def contract_type(self) -> str: """Contract type.""" return self.__contract_type @contract_type.setter def contract_type(self, value: str): self._property_changed('contract_type') self.__contract_type = value @property def momentum_type(self) -> str: """The mode/gear of an algo order running in range bound or directional mode.""" return self.__momentum_type @momentum_type.setter def momentum_type(self, value: str): self._property_changed('momentum_type') self.__momentum_type = value @property def specific_risk(self) -> float: """Specific Risk.""" return self.__specific_risk @specific_risk.setter def specific_risk(self, value: float): self._property_changed('specific_risk') self.__specific_risk = value @property def mdapi(self) -> str: """MDAPI Asset.""" return self.__mdapi @mdapi.setter def mdapi(self, value: str): self._property_changed('mdapi') self.__mdapi = value @property def payoff_qtd(self) -> float: """Total win divided by total loss Quarter to date.""" return self.__payoff_qtd @payoff_qtd.setter def payoff_qtd(self, value: float): self._property_changed('payoff_qtd') self.__payoff_qtd = value @property def loss(self) -> float: """Loss price component.""" return self.__loss @loss.setter def loss(self, value: float): self._property_changed('loss') self.__loss = value @property def midcurve_vol(self) -> float: """Historical implied normal volatility for a liquid point on midcurve vol surface.""" return self.__midcurve_vol @midcurve_vol.setter def midcurve_vol(self, value: float): self._property_changed('midcurve_vol') self.__midcurve_vol = value @property def sell6bps(self) -> float: """The amount GS would sell for 6 bps charge.""" return self.__sell6bps @sell6bps.setter def sell6bps(self, value: float): self._property_changed('sell6bps') self.__sell6bps = value @property def trading_cost_pnl(self) -> float: """Trading cost profit and loss (PNL).""" return self.__trading_cost_pnl @trading_cost_pnl.setter def trading_cost_pnl(self, value: float): self._property_changed('trading_cost_pnl') self.__trading_cost_pnl = value @property def price_notation_type(self) -> str: """Basis points, Price, Yield, Spread, Coupon, etc., depending on the type of SB swap, which is calculated at affirmation.""" return self.__price_notation_type @price_notation_type.setter def price_notation_type(self, value: str): self._property_changed('price_notation_type') self.__price_notation_type = value @property def price(self) -> float: """Price of instrument.""" return self.__price @price.setter def price(self, value: float): self._property_changed('price') self.__price = value @property def payment_quantity(self) -> float: """Quantity in the payment currency.""" return self.__payment_quantity @payment_quantity.setter def payment_quantity(self, value: float): self._property_changed('payment_quantity') self.__payment_quantity = value @property def redemption_date(self) -> datetime.date: """ISO 8601-formatted date""" return self.__redemption_date @redemption_date.setter def redemption_date(self, value: datetime.date): self._property_changed('redemption_date') self.__redemption_date = value @property def leg2_notional_currency(self) -> str: """An indication of the type of currency of the notional or principal amount.""" return self.__leg2_notional_currency @leg2_notional_currency.setter def leg2_notional_currency(self, value: str): self._property_changed('leg2_notional_currency') self.__leg2_notional_currency = value @property def sub_region(self) -> str: """Filter by any identifier of an asset like ticker, bloomberg id etc.""" return self.__sub_region @sub_region.setter def sub_region(self, value: str): self._property_changed('sub_region') self.__sub_region = value @property def benchmark(self) -> str: """Benchmark index of a contributor.""" return self.__benchmark @benchmark.setter def benchmark(self, value: str): self._property_changed('benchmark') self.__benchmark = value @property def tcm_cost_participation_rate15_pct(self) -> float: """TCM cost with a 15 percent participation rate.""" return self.__tcm_cost_participation_rate15_pct @tcm_cost_participation_rate15_pct.setter def tcm_cost_participation_rate15_pct(self, value: float): self._property_changed('tcm_cost_participation_rate15_pct') self.__tcm_cost_participation_rate15_pct = value @property def fiscal_year(self) -> str: """The Calendar Year.""" return self.__fiscal_year @fiscal_year.setter def fiscal_year(self, value: str): self._property_changed('fiscal_year') self.__fiscal_year = value @property def recall_date(self) -> datetime.date: """The date at which the securities on loan were recalled.""" return self.__recall_date @recall_date.setter def recall_date(self, value: datetime.date): self._property_changed('recall_date') self.__recall_date = value @property def esg_metric_value(self) -> float: """Value of the metric corresponding to the parameter metricName.""" return self.__esg_metric_value @esg_metric_value.setter def esg_metric_value(self, value: float): self._property_changed('esg_metric_value') self.__esg_metric_value = value @property def internal(self) -> bool: """Whether request came from internal or external.""" return self.__internal @internal.setter def internal(self, value: bool): self._property_changed('internal') self.__internal = value @property def gender(self) -> str: """Gender of the patient.""" return self.__gender @gender.setter def gender(self, value: str): self._property_changed('gender') self.__gender = value @property def asset_classifications_gics_industry(self) -> str: """GICS Industry classification (level 3).""" return self.__asset_classifications_gics_industry @asset_classifications_gics_industry.setter def asset_classifications_gics_industry(self, value: str): self._property_changed('asset_classifications_gics_industry') self.__asset_classifications_gics_industry = value @property def adjusted_bid_price(self) -> float: """Latest Bid Price (price willing to buy) adjusted for corporate actions.""" return self.__adjusted_bid_price @adjusted_bid_price.setter def adjusted_bid_price(self, value: float): self._property_changed('adjusted_bid_price') self.__adjusted_bid_price = value @property def low_unadjusted(self) -> float: """Unadjusted low level of an asset based on official exchange fixing or calculation agent marked level.""" return self.__low_unadjusted @low_unadjusted.setter def low_unadjusted(self, value: float): self._property_changed('low_unadjusted') self.__low_unadjusted = value @property def macs_secondary_asset_class(self) -> str: """Indicates the secondary asset class the multi asset class swap falls under.""" return self.__macs_secondary_asset_class @macs_secondary_asset_class.setter def macs_secondary_asset_class(self, value: str): self._property_changed('macs_secondary_asset_class') self.__macs_secondary_asset_class = value @property def confirmed_per_million(self) -> float: """Total number of confirmed cases per population of one million.""" return self.__confirmed_per_million @confirmed_per_million.setter def confirmed_per_million(self, value: float): self._property_changed('confirmed_per_million') self.__confirmed_per_million = value @property def data_source_id(self) -> str: """PadMaster unique data source identifier.""" return self.__data_source_id @data_source_id.setter def data_source_id(self, value: str): self._property_changed('data_source_id') self.__data_source_id = value @property def integrated_score(self) -> float: """Average of the Growth, Financial Returns and (1-Multiple) percentile (a higher score means more attractive).""" return self.__integrated_score @integrated_score.setter def integrated_score(self, value: float): self._property_changed('integrated_score') self.__integrated_score = value @property def buy7bps(self) -> float: """The amount GS would buy for 7 bps charge.""" return self.__buy7bps @buy7bps.setter def buy7bps(self, value: float): self._property_changed('buy7bps') self.__buy7bps = value @property def arrival_mid_unrealized_cash(self) -> float: """Consolidated unrealised performance vs Arrival Mid, in USD.""" return self.__arrival_mid_unrealized_cash @arrival_mid_unrealized_cash.setter def arrival_mid_unrealized_cash(self, value: float): self._property_changed('arrival_mid_unrealized_cash') self.__arrival_mid_unrealized_cash = value @property def knock_in_price(self) -> float: """Market level required for an order to knock in.""" return self.__knock_in_price @knock_in_price.setter def knock_in_price(self, value: float): self._property_changed('knock_in_price') self.__knock_in_price = value @property def event(self) -> str: """An indication of whether an SB swap transaction is a post-execution event that affects the price of the swap transaction, e.g. terminations, assignments, novations, exchanges, transfers, amendments, conveyances or extinguishing of rights that change the price of the SB swap.""" return self.__event @event.setter def event(self, value: str): self._property_changed('event') self.__event = value @property def is_intraday_auction(self) -> bool: """Flag indicating whether the bucket is within the intraday auction or not.""" return self.__is_intraday_auction @is_intraday_auction.setter def is_intraday_auction(self, value: bool): self._property_changed('is_intraday_auction') self.__is_intraday_auction = value @property def location_name(self) -> str: """Name of geographical region (of varying granularity).""" return self.__location_name @location_name.setter def location_name(self, value: str): self._property_changed('location_name') self.__location_name = value @property def coupon(self) -> float: """The fixed coupon for this bond.""" return self.__coupon @coupon.setter def coupon(self, value: float): self._property_changed('coupon') self.__coupon = value @property def percentage_auction_executed_quantity(self) -> float: """Percentage of total order filled at auction.""" return self.__percentage_auction_executed_quantity @percentage_auction_executed_quantity.setter def percentage_auction_executed_quantity(self, value: float): self._property_changed('percentage_auction_executed_quantity') self.__percentage_auction_executed_quantity = value @property def avg_yield7_day(self) -> float: """Only used for GS Money Market funds, assumes sum of the past 7 days, divided by 7, and expressed as a percent.""" return self.__avg_yield7_day @avg_yield7_day.setter def avg_yield7_day(self, value: float): self._property_changed('avg_yield7_day') self.__avg_yield7_day = value @property def original_dissemination_id(self) -> str: """On cancellations and corrections, this ID will hold the Dissemination ID of the originally published real-time message.""" return self.__original_dissemination_id @original_dissemination_id.setter def original_dissemination_id(self, value: str): self._property_changed('original_dissemination_id') self.__original_dissemination_id = value @property def total_on_vent(self) -> float: """Total number of patients on ventilator for COVID.""" return self.__total_on_vent @total_on_vent.setter def total_on_vent(self, value: float): self._property_changed('total_on_vent') self.__total_on_vent = value @property def twap_unrealized_cash(self) -> float: """Consolidated unrealised performance vs TWAP In Limit, in USD.""" return self.__twap_unrealized_cash @twap_unrealized_cash.setter def twap_unrealized_cash(self, value: float): self._property_changed('twap_unrealized_cash') self.__twap_unrealized_cash = value @property def sts_credit_market(self) -> str: """Credit risk market.""" return self.__sts_credit_market @sts_credit_market.setter def sts_credit_market(self, value: str): self._property_changed('sts_credit_market') self.__sts_credit_market = value @property def ons_code(self) -> str: """ONS Region code in the UK.""" return self.__ons_code @ons_code.setter def ons_code(self, value: str): self._property_changed('ons_code') self.__ons_code = value @property def passive_touch_fills_percentage(self) -> float: """Percent of total order filled at passive touch.""" return self.__passive_touch_fills_percentage @passive_touch_fills_percentage.setter def passive_touch_fills_percentage(self, value: float): self._property_changed('passive_touch_fills_percentage') self.__passive_touch_fills_percentage = value @property def seniority(self) -> str: """The seniority of the bond.""" return self.__seniority @seniority.setter def seniority(self, value: str): self._property_changed('seniority') self.__seniority = value @property def leg1_index(self) -> str: """If floating index leg, the index.""" return self.__leg1_index @leg1_index.setter def leg1_index(self, value: str): self._property_changed('leg1_index') self.__leg1_index = value @property def high_unadjusted(self) -> float: """Unadjusted high level of an asset based on official exchange fixing or calculation agent marked level.""" return self.__high_unadjusted @high_unadjusted.setter def high_unadjusted(self, value: float): self._property_changed('high_unadjusted') self.__high_unadjusted = value @property def submission_event(self) -> str: """Describes the status of the submission.""" return self.__submission_event @submission_event.setter def submission_event(self, value: str): self._property_changed('submission_event') self.__submission_event = value @property def tv_product_mnemonic(self) -> str: """Unique by Trade Vault Product based on Product Taxonomy.""" return self.__tv_product_mnemonic @tv_product_mnemonic.setter def tv_product_mnemonic(self, value: str): self._property_changed('tv_product_mnemonic') self.__tv_product_mnemonic = value @property def avg_trade_rate_label(self): return self.__avg_trade_rate_label @avg_trade_rate_label.setter def avg_trade_rate_label(self, value): self._property_changed('avg_trade_rate_label') self.__avg_trade_rate_label = value @property def last_activity_date(self) -> datetime.date: """Last date an idea was entered in Alpha Capture.""" return self.__last_activity_date @last_activity_date.setter def last_activity_date(self, value: datetime.date): self._property_changed('last_activity_date') self.__last_activity_date = value @property def dissemination_time(self) -> datetime.datetime: """Time of dissemination.""" return self.__dissemination_time @dissemination_time.setter def dissemination_time(self, value: datetime.datetime): self._property_changed('dissemination_time') self.__dissemination_time = value @property def price_to_cash(self) -> float: """Price to cash.""" return self.__price_to_cash @price_to_cash.setter def price_to_cash(self, value: float): self._property_changed('price_to_cash') self.__price_to_cash = value @property def buy10cents(self) -> float: """The amount GS would buy for 10 cents charge.""" return self.__buy10cents @buy10cents.setter def buy10cents(self, value: float): self._property_changed('buy10cents') self.__buy10cents = value @property def nav_spread(self) -> float: """Net asset value spread. Quoted (running) spread (mid) of the underlying basket of single name CDS. (Theoretical Index value). In basis points.""" return self.__nav_spread @nav_spread.setter def nav_spread(self, value: float): self._property_changed('nav_spread') self.__nav_spread = value @property def venue_mic(self) -> str: """MIC code of the venue.""" return self.__venue_mic @venue_mic.setter def venue_mic(self, value: str): self._property_changed('venue_mic') self.__venue_mic = value @property def dollar_total_return(self) -> float: """The dollar total return of an instrument.""" return self.__dollar_total_return @dollar_total_return.setter def dollar_total_return(self, value: float): self._property_changed('dollar_total_return') self.__dollar_total_return = value @property def block_unit(self) -> str: """Unit of measure used for Block trades.""" return self.__block_unit @block_unit.setter def block_unit(self, value: str): self._property_changed('block_unit') self.__block_unit = value @property def mid_spread(self) -> float: """Spread between the yields of a debt security and its benchmark when both are purchased at mid price.""" return self.__mid_spread @mid_spread.setter def mid_spread(self, value: float): self._property_changed('mid_spread') self.__mid_spread = value @property def istat_province_code(self) -> float: """Italian province code (ISTAT 2019).""" return self.__istat_province_code @istat_province_code.setter def istat_province_code(self, value: float): self._property_changed('istat_province_code') self.__istat_province_code = value @property def total_recovered_by_state(self) -> float: """Total number of recovered cases by state.""" return self.__total_recovered_by_state @total_recovered_by_state.setter def total_recovered_by_state(self, value: float): self._property_changed('total_recovered_by_state') self.__total_recovered_by_state = value @property def repurchase_rate(self) -> float: """Repurchase Rate.""" return self.__repurchase_rate @repurchase_rate.setter def repurchase_rate(self, value: float): self._property_changed('repurchase_rate') self.__repurchase_rate = value @property def data_source(self) -> str: """The source of data from the feeds.""" return self.__data_source @data_source.setter def data_source(self, value: str): self._property_changed('data_source') self.__data_source = value @property def total_being_tested(self) -> float: """Total number of cases waiting for test results.""" return self.__total_being_tested @total_being_tested.setter def total_being_tested(self, value: float): self._property_changed('total_being_tested') self.__total_being_tested = value @property def cleared_or_bilateral(self) -> str: """An indication of whether or not an SB swap transaction is going to be cleared by a derivatives clearing organization.""" return self.__cleared_or_bilateral @cleared_or_bilateral.setter def cleared_or_bilateral(self, value: str): self._property_changed('cleared_or_bilateral') self.__cleared_or_bilateral = value @property def metric_name(self) -> str: """Name of the metric.""" return self.__metric_name @metric_name.setter def metric_name(self, value: str): self._property_changed('metric_name') self.__metric_name = value @property def ask_gspread(self) -> float: """Ask G spread.""" return self.__ask_gspread @ask_gspread.setter def ask_gspread(self, value: float): self._property_changed('ask_gspread') self.__ask_gspread = value @property def forecast_hour(self) -> float: """The hour forecast for maximum or minumum temperature of given location.""" return self.__forecast_hour @forecast_hour.setter def forecast_hour(self, value: float): self._property_changed('forecast_hour') self.__forecast_hour = value @property def leg2_payment_type(self) -> str: """Type of payment stream on leg 2.""" return self.__leg2_payment_type @leg2_payment_type.setter def leg2_payment_type(self, value: str): self._property_changed('leg2_payment_type') self.__leg2_payment_type = value @property def cal_spread_mis_pricing(self) -> float: """Futures implied funding rate relative to interest rate benchmark (usually Libor- based). Represents dividend-adjusted rate at which investor is borrowing (lending) when long (short) future.""" return self.__cal_spread_mis_pricing @cal_spread_mis_pricing.setter def cal_spread_mis_pricing(self, value: float): self._property_changed('cal_spread_mis_pricing') self.__cal_spread_mis_pricing = value @property def total_tested_negative(self) -> float: """Total number of test cases that are negative.""" return self.__total_tested_negative @total_tested_negative.setter def total_tested_negative(self, value: float): self._property_changed('total_tested_negative') self.__total_tested_negative = value @property def rate366(self) -> float: """Rate with interest calculated according to the number of days in a leap year, 366.""" return self.__rate366 @rate366.setter def rate366(self, value: float): self._property_changed('rate366') self.__rate366 = value @property def platform(self) -> str: """Originating platform.""" return self.__platform @platform.setter def platform(self, value: str): self._property_changed('platform') self.__platform = value @property def rate365(self) -> float: """Rate with interest calculated according to a normal number of days in the total year, 365.""" return self.__rate365 @rate365.setter def rate365(self, value: float): self._property_changed('rate365') self.__rate365 = value @property def fixed_rate_frequency(self) -> str: """Tenor""" return self.__fixed_rate_frequency @fixed_rate_frequency.setter def fixed_rate_frequency(self, value: str): self._property_changed('fixed_rate_frequency') self.__fixed_rate_frequency = value @property def rate360(self) -> float: """Rate with interest calculated according to the discount method, using the number of days used by banks, 360.""" return self.__rate360 @rate360.setter def rate360(self, value: float): self._property_changed('rate360') self.__rate360 = value @property def is_continuous(self) -> bool: """Flag indicating whether the bucket is within continuous or not.""" return self.__is_continuous @is_continuous.setter def is_continuous(self, value: bool): self._property_changed('is_continuous') self.__is_continuous = value @property def value(self) -> float: """The given value.""" return self.__value @value.setter def value(self, value: float): self._property_changed('value') self.__value = value @property def payer_designated_maturity(self) -> str: """Tenor""" return self.__payer_designated_maturity @payer_designated_maturity.setter def payer_designated_maturity(self, value: str): self._property_changed('payer_designated_maturity') self.__payer_designated_maturity = value @property def product_type(self) -> str: """Product type of basket""" return self.__product_type @product_type.setter def product_type(self, value: str): self._property_changed('product_type') self.__product_type = value @property def mdv22_day(self) -> float: """Twenty two day median of shares traded per day.""" return self.__mdv22_day @mdv22_day.setter def mdv22_day(self, value: float): self._property_changed('mdv22_day') self.__mdv22_day = value @property def twap_realized_bps(self) -> float: """Consolidated realised performance vs TWAP In Limit, in bps.""" return self.__twap_realized_bps @twap_realized_bps.setter def twap_realized_bps(self, value: float): self._property_changed('twap_realized_bps') self.__twap_realized_bps = value @property def test_measure_label(self) -> str: """Semantic label for the test measure.""" return self.__test_measure_label @test_measure_label.setter def test_measure_label(self, value: str): self._property_changed('test_measure_label') self.__test_measure_label = value @property def quantity(self) -> float: """Number of units of a given asset held within a portfolio.""" return self.__quantity @quantity.setter def quantity(self, value: float): self._property_changed('quantity') self.__quantity = value @property def report_id(self) -> str: """Report Identifier.""" return self.__report_id @report_id.setter def report_id(self, value: str): self._property_changed('report_id') self.__report_id = value @property def index_weight(self) -> float: """Weight of MSCI World positions in the region or sector (%).""" return self.__index_weight @index_weight.setter def index_weight(self, value: float): self._property_changed('index_weight') self.__index_weight = value @property def macs_primary_asset_class(self) -> str: """Indicates the primary asset class the multi asset class swap falls under.""" return self.__macs_primary_asset_class @macs_primary_asset_class.setter def macs_primary_asset_class(self, value: str): self._property_changed('macs_primary_asset_class') self.__macs_primary_asset_class = value @property def trader(self) -> str: """Trader name.""" return self.__trader @trader.setter def trader(self, value: str): self._property_changed('trader') self.__trader = value @property def leg2_price_type(self) -> str: """Price denomination and unit of leg 2.""" return self.__leg2_price_type @leg2_price_type.setter def leg2_price_type(self, value: str): self._property_changed('leg2_price_type') self.__leg2_price_type = value @property def total_active(self) -> float: """Total number of confirmed cases minus recovered and fatalities.""" return self.__total_active @total_active.setter def total_active(self, value: float): self._property_changed('total_active') self.__total_active = value @property def gsid2(self) -> str: """GSID identifier for datasets which have two gsids in the measures.""" return self.__gsid2 @gsid2.setter def gsid2(self, value: str): self._property_changed('gsid2') self.__gsid2 = value @property def matched_maturity_ois_swap_spread(self) -> float: """Spread between a Matched Maturity OIS Swap Rate and the yield of the bond.""" return self.__matched_maturity_ois_swap_spread @matched_maturity_ois_swap_spread.setter def matched_maturity_ois_swap_spread(self, value: float): self._property_changed('matched_maturity_ois_swap_spread') self.__matched_maturity_ois_swap_spread = value @property def valuation_date(self) -> str: """Specific to rates, the date a valuation is recorded.""" return self.__valuation_date @valuation_date.setter def valuation_date(self, value: str): self._property_changed('valuation_date') self.__valuation_date = value @property def restrict_gs_federation(self) -> bool: """Restricts GS Federation Visibility.""" return self.__restrict_gs_federation @restrict_gs_federation.setter def restrict_gs_federation(self, value: bool): self._property_changed('restrict_gs_federation') self.__restrict_gs_federation = value @property def position_source(self) -> str: """Specifies position data location for the portfolio""" return self.__position_source @position_source.setter def position_source(self, value: str): self._property_changed('position_source') self.__position_source = value @property def tcm_cost_horizon6_hour(self) -> float: """TCM cost with a 6 hour time horizon.""" return self.__tcm_cost_horizon6_hour @tcm_cost_horizon6_hour.setter def tcm_cost_horizon6_hour(self, value: float): self._property_changed('tcm_cost_horizon6_hour') self.__tcm_cost_horizon6_hour = value @property def buy200cents(self) -> float: """The amount GS would buy for 200 cents charge.""" return self.__buy200cents @buy200cents.setter def buy200cents(self, value: float): self._property_changed('buy200cents') self.__buy200cents = value @property def vwap_unrealized_bps(self) -> float: """Consolidated unrealised performance vs VWAP, in bps.""" return self.__vwap_unrealized_bps @vwap_unrealized_bps.setter def vwap_unrealized_bps(self, value: float): self._property_changed('vwap_unrealized_bps') self.__vwap_unrealized_bps = value @property def price_to_book(self) -> float: """Price to book.""" return self.__price_to_book @price_to_book.setter def price_to_book(self, value: float): self._property_changed('price_to_book') self.__price_to_book = value @property def isin(self) -> str: """ISIN - International securities identifier number (subect to licensing).""" return self.__isin @isin.setter def isin(self, value: str): self._property_changed('isin') self.__isin = value @property def pl_id(self) -> str: """Platts Symbol Name or description.""" return self.__pl_id @pl_id.setter def pl_id(self, value: str): self._property_changed('pl_id') self.__pl_id = value @property def last_returns_start_date(self) -> datetime.date: """Hedge fund last returns after start date.""" return self.__last_returns_start_date @last_returns_start_date.setter def last_returns_start_date(self, value: datetime.date): self._property_changed('last_returns_start_date') self.__last_returns_start_date = value @property def collateral_value_variance(self) -> float: """Diffrence between actual and required collateral levels.""" return self.__collateral_value_variance @collateral_value_variance.setter def collateral_value_variance(self, value: float): self._property_changed('collateral_value_variance') self.__collateral_value_variance = value @property def year(self) -> str: """Year of forecast.""" return self.__year @year.setter def year(self, value: str): self._property_changed('year') self.__year = value @property def forecast_period(self) -> str: """Year, quarter or horizon for which the forecast holds.""" return self.__forecast_period @forecast_period.setter def forecast_period(self, value: str): self._property_changed('forecast_period') self.__forecast_period = value @property def call_first_date(self) -> datetime.date: """ISO 8601-formatted date""" return self.__call_first_date @call_first_date.setter def call_first_date(self, value: datetime.date): self._property_changed('call_first_date') self.__call_first_date = value @property def data_set_ids(self) -> Tuple[Tuple[str, ...], ...]: """The dataset Ids.""" return self.__data_set_ids @data_set_ids.setter def data_set_ids(self, value: Tuple[Tuple[str, ...], ...]): self._property_changed('data_set_ids') self.__data_set_ids = value @property def economic_terms_hash(self) -> str: """Hash code for an asset.""" return self.__economic_terms_hash @economic_terms_hash.setter def economic_terms_hash(self, value: str): self._property_changed('economic_terms_hash') self.__economic_terms_hash = value @property def num_beds(self) -> float: """Maximum number of beds for which a hospital holds a license to operate; however, many hospitals do not operate all the beds for which they are licensed.""" return self.__num_beds @num_beds.setter def num_beds(self, value: float): self._property_changed('num_beds') self.__num_beds = value @property def sell20bps(self) -> float: """The amount GS would sell for 20 bps charge.""" return self.__sell20bps @sell20bps.setter def sell20bps(self, value: float): self._property_changed('sell20bps') self.__sell20bps = value @property def client_type(self) -> str: """Client type, ex: Hedge Fund, Real Money, Corporate, etc.""" return self.__client_type @client_type.setter def client_type(self, value: str): self._property_changed('client_type') self.__client_type = value @property def percentage_close_executed_quantity(self) -> float: """Percent of order filled in closing Auction.""" return self.__percentage_close_executed_quantity @percentage_close_executed_quantity.setter def percentage_close_executed_quantity(self, value: float): self._property_changed('percentage_close_executed_quantity') self.__percentage_close_executed_quantity = value @property def macaulay_duration(self) -> float: """Measure of a bond's price sensitivity to changes in interest rates.""" return self.__macaulay_duration @macaulay_duration.setter def macaulay_duration(self, value: float): self._property_changed('macaulay_duration') self.__macaulay_duration = value @property def available_inventory(self) -> float: """An estimated indication of the share quantity potentially available to borrow in the relevant asset.""" return self.__available_inventory @available_inventory.setter def available_inventory(self, value: float): self._property_changed('available_inventory') self.__available_inventory = value @property def est1_day_complete_pct(self) -> float: """Estimated 1 day completion percentage.""" return self.__est1_day_complete_pct @est1_day_complete_pct.setter def est1_day_complete_pct(self, value: float): self._property_changed('est1_day_complete_pct') self.__est1_day_complete_pct = value @property def relative_hit_rate_ytd(self) -> float: """Hit Rate Ratio Year to Date.""" return self.__relative_hit_rate_ytd @relative_hit_rate_ytd.setter def relative_hit_rate_ytd(self, value: float): self._property_changed('relative_hit_rate_ytd') self.__relative_hit_rate_ytd = value @property def created_by_id(self) -> str: """Unique identifier of user who created the object.""" return self.__created_by_id @created_by_id.setter def created_by_id(self, value: str): self._property_changed('created_by_id') self.__created_by_id = value @property def market_data_type(self) -> str: """The market data type (e.g. IR BASIS, FX Vol). This can be resolved into a dataset when combined with vendor and intraday=true/false.""" return self.__market_data_type @market_data_type.setter def market_data_type(self, value: str): self._property_changed('market_data_type') self.__market_data_type = value @property def real_short_rates_contribution(self) -> float: """Contribution of short rate component to real FCI.""" return self.__real_short_rates_contribution @real_short_rates_contribution.setter def real_short_rates_contribution(self, value: float): self._property_changed('real_short_rates_contribution') self.__real_short_rates_contribution = value @property def metric_category(self) -> str: """Category of the metric.""" return self.__metric_category @metric_category.setter def metric_category(self, value: str): self._property_changed('metric_category') self.__metric_category = value @property def annualized_carry(self) -> float: """Annualized carry of the bond.""" return self.__annualized_carry @annualized_carry.setter def annualized_carry(self, value: float): self._property_changed('annualized_carry') self.__annualized_carry = value @property def value_previous(self) -> str: """Value for the previous period after the revision (if revision is applicable).""" return self.__value_previous @value_previous.setter def value_previous(self, value: str): self._property_changed('value_previous') self.__value_previous = value @property def transmission_classification(self) -> str: """Classification of the transmission.""" return self.__transmission_classification @transmission_classification.setter def transmission_classification(self, value: str): self._property_changed('transmission_classification') self.__transmission_classification = value @property def avg_trade_rate(self) -> float: """The Average Trading Rate of the stock on the particular date.""" return self.__avg_trade_rate @avg_trade_rate.setter def avg_trade_rate(self, value: float): self._property_changed('avg_trade_rate') self.__avg_trade_rate = value @property def short_level(self) -> float: """Level of the 5-day normalized flow for short selling/covering.""" return self.__short_level @short_level.setter def short_level(self, value: float): self._property_changed('short_level') self.__short_level = value @property def version(self) -> float: """Version number.""" return self.__version @version.setter def version(self, value: float): self._property_changed('version') self.__version = value @property def category_type(self) -> str: """Type of the category.""" return self.__category_type @category_type.setter def category_type(self, value: str): self._property_changed('category_type') self.__category_type = value @property def policy_rate_expectation(self) -> float: """Returns the historical policy rate expectations for a given meeting date.""" return self.__policy_rate_expectation @policy_rate_expectation.setter def policy_rate_expectation(self, value: float): self._property_changed('policy_rate_expectation') self.__policy_rate_expectation = value @property def upload_date(self) -> datetime.date: """Index Position Upload Date.""" return self.__upload_date @upload_date.setter def upload_date(self, value: datetime.date): self._property_changed('upload_date') self.__upload_date = value @property def block_off_facility(self) -> str: """An indication of whether this is a block trade or off-facility swap.""" return self.__block_off_facility @block_off_facility.setter def block_off_facility(self, value: str): self._property_changed('block_off_facility') self.__block_off_facility = value @property def unrealized_vwap_performance_usd(self) -> float: """Average execution price vs Consolidated VWAP (in limit) since order inception ??? unrealized in $.""" return self.__unrealized_vwap_performance_usd @unrealized_vwap_performance_usd.setter def unrealized_vwap_performance_usd(self, value: float): self._property_changed('unrealized_vwap_performance_usd') self.__unrealized_vwap_performance_usd = value @property def pace_of_rollp75(self) -> float: """The 75th-percentile of the pace of roll compared to previous quarters (over the last 5 years) at the same point in time, i.e. cross-sectional..""" return self.__pace_of_rollp75 @pace_of_rollp75.setter def pace_of_rollp75(self, value: float): self._property_changed('pace_of_rollp75') self.__pace_of_rollp75 = value @property def earnings_per_share_positive(self) -> float: """Earnings per share positive.""" return self.__earnings_per_share_positive @earnings_per_share_positive.setter def earnings_per_share_positive(self, value: float): self._property_changed('earnings_per_share_positive') self.__earnings_per_share_positive = value @property def num_icu_beds(self) -> float: """All qualified Intensive Care Unit beds, including psychiatric ICU beds and Detox ICU beds.""" return self.__num_icu_beds @num_icu_beds.setter def num_icu_beds(self, value: float): self._property_changed('num_icu_beds') self.__num_icu_beds = value @property def bucket_volume_in_percentage(self) -> float: """Forecast of the percentage volume of shares in the bucket relative to the total volume forecasted for the day.""" return self.__bucket_volume_in_percentage @bucket_volume_in_percentage.setter def bucket_volume_in_percentage(self, value: float): self._property_changed('bucket_volume_in_percentage') self.__bucket_volume_in_percentage = value @property def estimated_trading_cost(self) -> float: """The estimated transaction cost of the order.""" return self.__estimated_trading_cost @estimated_trading_cost.setter def estimated_trading_cost(self, value: float): self._property_changed('estimated_trading_cost') self.__estimated_trading_cost = value @property def eid(self) -> str: """Goldman Sachs internal exchange identifier.""" return self.__eid @eid.setter def eid(self, value: str): self._property_changed('eid') self.__eid = value @property def relative_return_qtd(self) -> float: """Relative Return Quarter to Date.""" return self.__relative_return_qtd @relative_return_qtd.setter def relative_return_qtd(self, value: float): self._property_changed('relative_return_qtd') self.__relative_return_qtd = value @property def assessed_test_measure(self) -> float: """Generic field to hold aggregated assessed numeric measure for test result. This field stores the aggregated test measures of entities which are not temporarily ignored by silencing (like max delay across unsilenced assets). This is further used to perform any follow up actions like alerting.""" return self.__assessed_test_measure @assessed_test_measure.setter def assessed_test_measure(self, value: float): self._property_changed('assessed_test_measure') self.__assessed_test_measure = value @property def mkt_quoting_style(self) -> str: """Quoting style.""" return self.__mkt_quoting_style @mkt_quoting_style.setter def mkt_quoting_style(self, value: str): self._property_changed('mkt_quoting_style') self.__mkt_quoting_style = value @property def expiration_tenor(self) -> str: """Tenor""" return self.__expiration_tenor @expiration_tenor.setter def expiration_tenor(self, value: str): self._property_changed('expiration_tenor') self.__expiration_tenor = value @property def price_limit(self) -> float: """Limit price of the order.""" return self.__price_limit @price_limit.setter def price_limit(self, value: float): self._property_changed('price_limit') self.__price_limit = value @property def market_model_id(self) -> str: """Marquee unique market model identifier""" return self.__market_model_id @market_model_id.setter def market_model_id(self, value: str): self._property_changed('market_model_id') self.__market_model_id = value @property def receiver_frequency(self) -> str: """Tenor""" return self.__receiver_frequency @receiver_frequency.setter def receiver_frequency(self, value: str): self._property_changed('receiver_frequency') self.__receiver_frequency = value @property def realized_correlation(self) -> float: """Correlation of an asset realized by observations of market prices.""" return self.__realized_correlation @realized_correlation.setter def realized_correlation(self, value: float): self._property_changed('realized_correlation') self.__realized_correlation = value @property def issue_status(self) -> str: """Status of the issue.""" return self.__issue_status @issue_status.setter def issue_status(self, value: str): self._property_changed('issue_status') self.__issue_status = value @property def collateral_value_actual(self) -> float: """Value of collateral covering the given position.""" return self.__collateral_value_actual @collateral_value_actual.setter def collateral_value_actual(self, value: float): self._property_changed('collateral_value_actual') self.__collateral_value_actual = value @property def atm_fwd_rate(self) -> float: """ATM forward rate.""" return self.__atm_fwd_rate @atm_fwd_rate.setter def atm_fwd_rate(self, value: float): self._property_changed('atm_fwd_rate') self.__atm_fwd_rate = value @property def tcm_cost_participation_rate75_pct(self) -> float: """TCM cost with a 75 percent participation rate.""" return self.__tcm_cost_participation_rate75_pct @tcm_cost_participation_rate75_pct.setter def tcm_cost_participation_rate75_pct(self, value: float): self._property_changed('tcm_cost_participation_rate75_pct') self.__tcm_cost_participation_rate75_pct = value @property def close(self) -> float: """Closing level of an asset based on official exchange fixing or calculation agent marked level.""" return self.__close @close.setter def close(self, value: float): self._property_changed('close') self.__close = value @property def es_product_impact_score(self) -> float: """A company's score for E&S subsector-relative product impact metrics.""" return self.__es_product_impact_score @es_product_impact_score.setter def es_product_impact_score(self, value: float): self._property_changed('es_product_impact_score') self.__es_product_impact_score = value @property def equity_vega(self) -> float: """Vega exposure to equity products.""" return self.__equity_vega @equity_vega.setter def equity_vega(self, value: float): self._property_changed('equity_vega') self.__equity_vega = value @property def executed_fill_quantity(self) -> float: """Executed quantity - on executions.""" return self.__executed_fill_quantity @executed_fill_quantity.setter def executed_fill_quantity(self, value: float): self._property_changed('executed_fill_quantity') self.__executed_fill_quantity = value @property def lender_payment(self) -> float: """Payment made to lender's bank in support of the income accrued from securities lending.""" return self.__lender_payment @lender_payment.setter def lender_payment(self, value: float): self._property_changed('lender_payment') self.__lender_payment = value @property def five_day_move(self) -> float: """Five day move in the price.""" return self.__five_day_move @five_day_move.setter def five_day_move(self, value: float): self._property_changed('five_day_move') self.__five_day_move = value @property def value_format(self) -> str: """Value format.""" return self.__value_format @value_format.setter def value_format(self, value: str): self._property_changed('value_format') self.__value_format = value @property def wind_chill_forecast(self) -> float: """The forecast wind chill of given units.""" return self.__wind_chill_forecast @wind_chill_forecast.setter def wind_chill_forecast(self, value: float): self._property_changed('wind_chill_forecast') self.__wind_chill_forecast = value @property def target_notional(self) -> float: """Notional value of the hedge target.""" return self.__target_notional @target_notional.setter def target_notional(self, value: float): self._property_changed('target_notional') self.__target_notional = value @property def fill_leg_id(self) -> str: """Unique identifier for the leg on which the fill executed.""" return self.__fill_leg_id @fill_leg_id.setter def fill_leg_id(self, value: str): self._property_changed('fill_leg_id') self.__fill_leg_id = value @property def rationale(self) -> str: """Reason for changing the status of a trade idea.""" return self.__rationale @rationale.setter def rationale(self, value: str): self._property_changed('rationale') self.__rationale = value @property def realized_twap_performance_bps(self) -> float: """Average execution price vs Consolidated TWAP since order inception ??? realized.""" return self.__realized_twap_performance_bps @realized_twap_performance_bps.setter def realized_twap_performance_bps(self, value: float): self._property_changed('realized_twap_performance_bps') self.__realized_twap_performance_bps = value @property def last_updated_since(self) -> datetime.datetime: """ISO 8601-formatted timestamp""" return self.__last_updated_since @last_updated_since.setter def last_updated_since(self, value: datetime.datetime): self._property_changed('last_updated_since') self.__last_updated_since = value @property def total_tests(self) -> float: """Total number of tests administered.""" return self.__total_tests @total_tests.setter def total_tests(self, value: float): self._property_changed('total_tests') self.__total_tests = value @property def equities_contribution(self) -> float: """Contribution of equity component to FCI.""" return self.__equities_contribution @equities_contribution.setter def equities_contribution(self, value: float): self._property_changed('equities_contribution') self.__equities_contribution = value @property def simon_id(self) -> str: """SIMON application asset identifier.""" return self.__simon_id @simon_id.setter def simon_id(self, value: str): self._property_changed('simon_id') self.__simon_id = value @property def congestion(self) -> float: """Congestion price component.""" return self.__congestion @congestion.setter def congestion(self, value: float): self._property_changed('congestion') self.__congestion = value @property def notes(self) -> str: """Notes for series.""" return self.__notes @notes.setter def notes(self, value: str): self._property_changed('notes') self.__notes = value @property def total_probable_senior_home(self) -> float: """Probable cases in Senior homes and care facilities.""" return self.__total_probable_senior_home @total_probable_senior_home.setter def total_probable_senior_home(self, value: float): self._property_changed('total_probable_senior_home') self.__total_probable_senior_home = value @property def event_category(self) -> str: """Category.""" return self.__event_category @event_category.setter def event_category(self, value: str): self._property_changed('event_category') self.__event_category = value @property def average_fill_rate(self) -> float: """Percent complete.""" return self.__average_fill_rate @average_fill_rate.setter def average_fill_rate(self, value: float): self._property_changed('average_fill_rate') self.__average_fill_rate = value @property def unadjusted_open(self) -> float: """Unadjusted open level of an asset based on official exchange fixing or calculation agent marked level.""" return self.__unadjusted_open @unadjusted_open.setter def unadjusted_open(self, value: float): self._property_changed('unadjusted_open') self.__unadjusted_open = value @property def criticality(self) -> float: """The upgrade criticality of a deployment.""" return self.__criticality @criticality.setter def criticality(self, value: float): self._property_changed('criticality') self.__criticality = value @property def bid_ask_spread(self) -> float: """Bid ask spread.""" return self.__bid_ask_spread @bid_ask_spread.setter def bid_ask_spread(self, value: float): self._property_changed('bid_ask_spread') self.__bid_ask_spread = value @property def arrival_mid_unrealized_bps(self) -> float: """Consolidated unrealised performance vs Arrival Mid, in bps.""" return self.__arrival_mid_unrealized_bps @arrival_mid_unrealized_bps.setter def arrival_mid_unrealized_bps(self, value: float): self._property_changed('arrival_mid_unrealized_bps') self.__arrival_mid_unrealized_bps = value @property def option_type(self) -> str: """One of two option types.""" return self.__option_type @option_type.setter def option_type(self, value: str): self._property_changed('option_type') self.__option_type = value @property def termination_date(self) -> datetime.date: """The date at which the measure becomes terminated.""" return self.__termination_date @termination_date.setter def termination_date(self, value: datetime.date): self._property_changed('termination_date') self.__termination_date = value @property def queries_per_second(self) -> float: """Queries per second.""" return self.__queries_per_second @queries_per_second.setter def queries_per_second(self, value: float): self._property_changed('queries_per_second') self.__queries_per_second = value @property def liquidity_type(self) -> str: """Taking/Providing.""" return self.__liquidity_type @liquidity_type.setter def liquidity_type(self, value: str): self._property_changed('liquidity_type') self.__liquidity_type = value @property def credit_limit(self) -> float: """The allowed credit limit.""" return self.__credit_limit @credit_limit.setter def credit_limit(self, value: float): self._property_changed('credit_limit') self.__credit_limit = value @property def rank_qtd(self) -> float: """Rank of the Contributor Quarter to Date.""" return self.__rank_qtd @rank_qtd.setter def rank_qtd(self, value: float): self._property_changed('rank_qtd') self.__rank_qtd = value @property def combined_key(self) -> str: """Key for epidemic data.""" return self.__combined_key @combined_key.setter def combined_key(self, value: str): self._property_changed('combined_key') self.__combined_key = value @property def gir_fx_forecast(self) -> float: """FX forecast value for the relative period.""" return self.__gir_fx_forecast @gir_fx_forecast.setter def gir_fx_forecast(self, value: float): self._property_changed('gir_fx_forecast') self.__gir_fx_forecast = value @property def effective_tenor(self) -> str: """Tenor""" return self.__effective_tenor @effective_tenor.setter def effective_tenor(self, value: str): self._property_changed('effective_tenor') self.__effective_tenor = value @property def gir_commodities_forecast(self) -> float: """Forecast value.""" return self.__gir_commodities_forecast @gir_commodities_forecast.setter def gir_commodities_forecast(self, value: float): self._property_changed('gir_commodities_forecast') self.__gir_commodities_forecast = value @property def relative_humidity_daily_forecast(self) -> float: """The forecast value for humidity in Percentage.""" return self.__relative_humidity_daily_forecast @relative_humidity_daily_forecast.setter def relative_humidity_daily_forecast(self, value: float): self._property_changed('relative_humidity_daily_forecast') self.__relative_humidity_daily_forecast = value @property def std30_days_subsidized_yield(self) -> float: """Average annual total returns as of most recent calendar quarter-end, does not account for any fee waivers or expense reimbursements.""" return self.__std30_days_subsidized_yield @std30_days_subsidized_yield.setter def std30_days_subsidized_yield(self, value: float): self._property_changed('std30_days_subsidized_yield') self.__std30_days_subsidized_yield = value @property def annualized_tracking_error(self) -> float: """Annualized tracking error.""" return self.__annualized_tracking_error @annualized_tracking_error.setter def annualized_tracking_error(self, value: float): self._property_changed('annualized_tracking_error') self.__annualized_tracking_error = value @property def future_month_f26(self) -> float: """Commods future month code.""" return self.__future_month_f26 @future_month_f26.setter def future_month_f26(self, value: float): self._property_changed('future_month_f26') self.__future_month_f26 = value @property def future_month_f25(self) -> float: """Commods future month code.""" return self.__future_month_f25 @future_month_f25.setter def future_month_f25(self, value: float): self._property_changed('future_month_f25') self.__future_month_f25 = value @property def vol_swap(self) -> float: """The strike in volatility terms, calculated as square root of fair variance.""" return self.__vol_swap @vol_swap.setter def vol_swap(self, value: float): self._property_changed('vol_swap') self.__vol_swap = value @property def future_month_f24(self) -> float: """Commods future month code.""" return self.__future_month_f24 @future_month_f24.setter def future_month_f24(self, value: float): self._property_changed('future_month_f24') self.__future_month_f24 = value @property def heat_index_daily_forecast(self) -> float: """The daily forecast value for heat index in Fahrenheit.""" return self.__heat_index_daily_forecast @heat_index_daily_forecast.setter def heat_index_daily_forecast(self, value: float): self._property_changed('heat_index_daily_forecast') self.__heat_index_daily_forecast = value @property def future_month_f23(self) -> float: """Commods future month code.""" return self.__future_month_f23 @future_month_f23.setter def future_month_f23(self, value: float): self._property_changed('future_month_f23') self.__future_month_f23 = value @property def real_fci(self) -> float: """Real FCI value.""" return self.__real_fci @real_fci.setter def real_fci(self, value: float): self._property_changed('real_fci') self.__real_fci = value @property def block_trades_and_large_notional_off_facility_swaps(self) -> str: """An indication of whether this is a block trade or off-facility swap.""" return self.__block_trades_and_large_notional_off_facility_swaps @block_trades_and_large_notional_off_facility_swaps.setter def block_trades_and_large_notional_off_facility_swaps(self, value: str): self._property_changed('block_trades_and_large_notional_off_facility_swaps') self.__block_trades_and_large_notional_off_facility_swaps = value @property def future_month_f22(self) -> float: """Commods future month code.""" return self.__future_month_f22 @future_month_f22.setter def future_month_f22(self, value: float): self._property_changed('future_month_f22') self.__future_month_f22 = value @property def buy1point5bps(self) -> float: """The amount GS would buy for 1.5 bps charge.""" return self.__buy1point5bps @buy1point5bps.setter def buy1point5bps(self, value: float): self._property_changed('buy1point5bps') self.__buy1point5bps = value @property def future_month_f21(self) -> float: """Commods future month code.""" return self.__future_month_f21 @future_month_f21.setter def future_month_f21(self, value: float): self._property_changed('future_month_f21') self.__future_month_f21 = value @property def expiration_settlement_date(self) -> datetime.date: """Date on which cash/stocks are settled after expiration date.""" return self.__expiration_settlement_date @expiration_settlement_date.setter def expiration_settlement_date(self, value: datetime.date): self._property_changed('expiration_settlement_date') self.__expiration_settlement_date = value @property def absolute_return_qtd(self) -> float: """Absolute Return Quarter to Date.""" return self.__absolute_return_qtd @absolute_return_qtd.setter def absolute_return_qtd(self, value: float): self._property_changed('absolute_return_qtd') self.__absolute_return_qtd = value @property def gross_exposure(self) -> float: """Sum of absolute long and short exposures in the portfolio. If you are $60 short and $40 long, then the grossExposure would be $100 (60+40).""" return self.__gross_exposure @gross_exposure.setter def gross_exposure(self, value: float): self._property_changed('gross_exposure') self.__gross_exposure = value @property def volume(self) -> float: """Accumulated number of shares, lots or contracts traded according to the market convention.""" return self.__volume @volume.setter def volume(self, value: float): self._property_changed('volume') self.__volume = value @property def adv(self) -> float: """Average number of shares or units of a given asset traded over a defined period.""" return self.__adv @adv.setter def adv(self, value: float): self._property_changed('adv') self.__adv = value @property def short_conviction_medium(self) -> float: """The count of short ideas with medium conviction.""" return self.__short_conviction_medium @short_conviction_medium.setter def short_conviction_medium(self, value: float): self._property_changed('short_conviction_medium') self.__short_conviction_medium = value @property def complete_test_measure(self) -> float: """Generic field to hold aggregated complete numeric measure for test result. This field stores the aggregated test measures of all the entities (like max delay across all the assets, either silenced or unsilenced).""" return self.__complete_test_measure @complete_test_measure.setter def complete_test_measure(self, value: float): self._property_changed('complete_test_measure') self.__complete_test_measure = value @property def exchange(self) -> str: """Name of marketplace where security, derivative or other instrument is traded""" return self.__exchange @exchange.setter def exchange(self, value: str): self._property_changed('exchange') self.__exchange = value @property def es_policy_score(self) -> float: """A company's score for E&S subsector-relative policy metrics.""" return self.__es_policy_score @es_policy_score.setter def es_policy_score(self, value: float): self._property_changed('es_policy_score') self.__es_policy_score = value @property def roll_volume_std(self) -> float: """Cross-sectional roll volume in standard deviations.""" return self.__roll_volume_std @roll_volume_std.setter def roll_volume_std(self, value: float): self._property_changed('roll_volume_std') self.__roll_volume_std = value @property def temperature_daily_forecast(self) -> float: """The forecast temperature of diff types in Fahrenheit.""" return self.__temperature_daily_forecast @temperature_daily_forecast.setter def temperature_daily_forecast(self, value: float): self._property_changed('temperature_daily_forecast') self.__temperature_daily_forecast = value @property def relative_payoff_qtd(self) -> float: """Total win divided by total loss Quarter to date.""" return self.__relative_payoff_qtd @relative_payoff_qtd.setter def relative_payoff_qtd(self, value: float): self._property_changed('relative_payoff_qtd') self.__relative_payoff_qtd = value @property def on_loan_percentage(self) -> float: """On loan ratio as compared net asset value of lending fund.""" return self.__on_loan_percentage @on_loan_percentage.setter def on_loan_percentage(self, value: float): self._property_changed('on_loan_percentage') self.__on_loan_percentage = value @property def twap_remaining_slices(self) -> float: """The number of slices remaining on a TWAP.""" return self.__twap_remaining_slices @twap_remaining_slices.setter def twap_remaining_slices(self, value: float): self._property_changed('twap_remaining_slices') self.__twap_remaining_slices = value @property def fair_variance(self) -> float: """Strike such that the price of an uncapped variance swap on the underlying index is zero at inception.""" return self.__fair_variance @fair_variance.setter def fair_variance(self, value: float): self._property_changed('fair_variance') self.__fair_variance = value @property def hit_rate_wtd(self) -> float: """Hit Rate Ratio Week to Date.""" return self.__hit_rate_wtd @hit_rate_wtd.setter def hit_rate_wtd(self, value: float): self._property_changed('hit_rate_wtd') self.__hit_rate_wtd = value @property def previous_close_realized_cash(self) -> float: """Realised performance vs Previous Close, in USD.""" return self.__previous_close_realized_cash @previous_close_realized_cash.setter def previous_close_realized_cash(self, value: float): self._property_changed('previous_close_realized_cash') self.__previous_close_realized_cash = value @property def realized_volatility(self) -> float: """Volatility of an asset realized by observations of market prices.""" return self.__realized_volatility @realized_volatility.setter def realized_volatility(self, value: float): self._property_changed('realized_volatility') self.__realized_volatility = value @property def unexecuted_quantity(self) -> float: """Un-executed quantity, in shares.""" return self.__unexecuted_quantity @unexecuted_quantity.setter def unexecuted_quantity(self, value: float): self._property_changed('unexecuted_quantity') self.__unexecuted_quantity = value @property def proceeds_asset_swap_spread1m(self) -> float: """Proceeds asset swap spread vs 1m tenor.""" return self.__proceeds_asset_swap_spread1m @proceeds_asset_swap_spread1m.setter def proceeds_asset_swap_spread1m(self, value: float): self._property_changed('proceeds_asset_swap_spread1m') self.__proceeds_asset_swap_spread1m = value @property def clone_parent_id(self) -> str: """Marquee unique identifier""" return self.__clone_parent_id @clone_parent_id.setter def clone_parent_id(self, value: str): self._property_changed('clone_parent_id') self.__clone_parent_id = value @property def wind_speed_hourly_forecast(self) -> float: """The hourly forecast value for wind speed in Mph.""" return self.__wind_speed_hourly_forecast @wind_speed_hourly_forecast.setter def wind_speed_hourly_forecast(self, value: float): self._property_changed('wind_speed_hourly_forecast') self.__wind_speed_hourly_forecast = value @property def etf_flow_ratio(self) -> float: """Ratio of signed ETF dollar flow to market cap of global stocks, i.e. proportion of company's market cap that is part of ETF flows observed weekly. Normalised between -3 (low level) and +3 (high level).""" return self.__etf_flow_ratio @etf_flow_ratio.setter def etf_flow_ratio(self, value: float): self._property_changed('etf_flow_ratio') self.__etf_flow_ratio = value @property def asset_parameters_receiver_rate_option(self) -> str: """The underlying benchmark for the payer, e.g. USD-LIBOR-BBA, EUR-EURIBOR- TELERATE.""" return self.__asset_parameters_receiver_rate_option @asset_parameters_receiver_rate_option.setter def asset_parameters_receiver_rate_option(self, value: str): self._property_changed('asset_parameters_receiver_rate_option') self.__asset_parameters_receiver_rate_option = value @property def buy60cents(self) -> float: """The amount GS would buy for 60 cents charge.""" return self.__buy60cents @buy60cents.setter def buy60cents(self, value: float): self._property_changed('buy60cents') self.__buy60cents = value @property def security_sub_type_id(self) -> str: """PadMaster unique security sub type identifier.""" return self.__security_sub_type_id @security_sub_type_id.setter def security_sub_type_id(self, value: str): self._property_changed('security_sub_type_id') self.__security_sub_type_id = value @property def message(self) -> str: """Miscellaneous remarks.""" return self.__message @message.setter def message(self, value: str): self._property_changed('message') self.__message = value @property def sts_rates_country(self) -> str: """Country of interest rate risk for STS assets.""" return self.__sts_rates_country @sts_rates_country.setter def sts_rates_country(self, value: str): self._property_changed('sts_rates_country') self.__sts_rates_country = value @property def sell65cents(self) -> float: """The amount GS would sell for 65 cents charge.""" return self.__sell65cents @sell65cents.setter def sell65cents(self, value: float): self._property_changed('sell65cents') self.__sell65cents = value @property def horizon(self) -> str: """Time period indicating the validity of the idea. Eg. 2d (2 days), 1w (1 week), 3m (3 months), 1y (1 year).""" return self.__horizon @horizon.setter def horizon(self, value: str): self._property_changed('horizon') self.__horizon = value @property def would_if_good_level(self) -> float: """If specified, allows the remaining quantity of an algo to be filled like a limit order.""" return self.__would_if_good_level @would_if_good_level.setter def would_if_good_level(self, value: float): self._property_changed('would_if_good_level') self.__would_if_good_level = value @property def buffer_threshold_required(self) -> float: """The required buffer between holdings and on loan quantity for an asset.""" return self.__buffer_threshold_required @buffer_threshold_required.setter def buffer_threshold_required(self, value: float): self._property_changed('buffer_threshold_required') self.__buffer_threshold_required = value @property def face_value(self) -> float: """The face value of the instrument.""" return self.__face_value @face_value.setter def face_value(self, value: float): self._property_changed('face_value') self.__face_value = value @property def roll_volume_hist(self) -> float: """Five Year historical roll volume.""" return self.__roll_volume_hist @roll_volume_hist.setter def roll_volume_hist(self, value: float): self._property_changed('roll_volume_hist') self.__roll_volume_hist = value @property def counter_party_status(self) -> str: """The lending status of a counterparty for a particular portfolio.""" return self.__counter_party_status @counter_party_status.setter def counter_party_status(self, value: str): self._property_changed('counter_party_status') self.__counter_party_status = value @property def composite22_day_adv(self) -> float: """Composite 22 day ADV.""" return self.__composite22_day_adv @composite22_day_adv.setter def composite22_day_adv(self, value: float): self._property_changed('composite22_day_adv') self.__composite22_day_adv = value @property def percentage_far_executed_quantity(self) -> float: """Percentage of total order filled at aggressive touch.""" return self.__percentage_far_executed_quantity @percentage_far_executed_quantity.setter def percentage_far_executed_quantity(self, value: float): self._property_changed('percentage_far_executed_quantity') self.__percentage_far_executed_quantity = value @property def loan_spread_required(self) -> float: """The minimum spread requirement for a securities lending loan.""" return self.__loan_spread_required @loan_spread_required.setter def loan_spread_required(self, value: float): self._property_changed('loan_spread_required') self.__loan_spread_required = value @property def asset_class(self) -> str: """Asset classification of security. Assets are classified into broad groups which exhibit similar characteristics and behave in a consistent way under different market conditions""" return self.__asset_class @asset_class.setter def asset_class(self, value: str): self._property_changed('asset_class') self.__asset_class = value @property def sovereign_spread_contribution(self) -> float: """Contribution of sovereign spread component to FCI. Only applicable to Euro countries.""" return self.__sovereign_spread_contribution @sovereign_spread_contribution.setter def sovereign_spread_contribution(self, value: float): self._property_changed('sovereign_spread_contribution') self.__sovereign_spread_contribution = value @property def ric(self) -> str: """Reuters instrument code (subject to licensing).""" return self.__ric @ric.setter def ric(self, value: str): self._property_changed('ric') self.__ric = value @property def bucket_end_time(self) -> datetime.datetime: """The end time of the bucket in ISO 8601 formatted date and time.""" return self.__bucket_end_time @bucket_end_time.setter def bucket_end_time(self, value: datetime.datetime): self._property_changed('bucket_end_time') self.__bucket_end_time = value @property def rate_type(self) -> str: """Type of swap structured for a Central Bank swap: rate type = Meeting Forward, swaps structured trough End of Year, rateType = EOY Forward and for Spot OIS value rateType = Spot.""" return self.__rate_type @rate_type.setter def rate_type(self, value: str): self._property_changed('rate_type') self.__rate_type = value @property def total_fatalities_senior_home(self) -> float: """Confirmed fatalities in Senior homes and care facilities.""" return self.__total_fatalities_senior_home @total_fatalities_senior_home.setter def total_fatalities_senior_home(self, value: float): self._property_changed('total_fatalities_senior_home') self.__total_fatalities_senior_home = value @property def loan_status(self) -> str: """Notes which point of the lifecyle a securities lending loan is in.""" return self.__loan_status @loan_status.setter def loan_status(self, value: str): self._property_changed('loan_status') self.__loan_status = value @property def short_weight(self) -> float: """Short weight of a position in a given portfolio. Equivalent to position short exposure / total short exposure. If you have a position with a shortExposure of $20, and your portfolio shortExposure is $100, then your asset shortWeight would be 0.2 (20/100).""" return self.__short_weight @short_weight.setter def short_weight(self, value: float): self._property_changed('short_weight') self.__short_weight = value @property def geography_id(self) -> str: """Region or Country code for which the numbers are represented. For countries, it is the ISO 3166 2-digit country code.""" return self.__geography_id @geography_id.setter def geography_id(self, value: str): self._property_changed('geography_id') self.__geography_id = value @property def sell7point5bps(self) -> float: """The amount GS would sell for 7.5 bps charge.""" return self.__sell7point5bps @sell7point5bps.setter def sell7point5bps(self, value: float): self._property_changed('sell7point5bps') self.__sell7point5bps = value @property def nav(self) -> float: """Net asset value.""" return self.__nav @nav.setter def nav(self, value: float): self._property_changed('nav') self.__nav = value @property def fiscal_quarter(self) -> str: """One of the four three-month periods that make up the fiscal year.""" return self.__fiscal_quarter @fiscal_quarter.setter def fiscal_quarter(self, value: str): self._property_changed('fiscal_quarter') self.__fiscal_quarter = value @property def version_string(self) -> str: """String representing the version number.""" return self.__version_string @version_string.setter def version_string(self, value: str): self._property_changed('version_string') self.__version_string = value @property def payoff_ytd(self) -> float: """Total win divided by total loss Year to date.""" return self.__payoff_ytd @payoff_ytd.setter def payoff_ytd(self, value: float): self._property_changed('payoff_ytd') self.__payoff_ytd = value @property def market_impact(self) -> float: """Market impact is based on the Goldman Sachs Shortfall Model where available alongside best estimates from the desk.""" return self.__market_impact @market_impact.setter def market_impact(self, value: float): self._property_changed('market_impact') self.__market_impact = value @property def event_type(self) -> str: """Equals Analyst Meeting if the event indicates an analyst meeting. Equals Earnings Release if the event indicates an earnings release. Equals Sales Release when the event indicates a sales release. Indicates Drug Data when the event indicates an event related to drugs data. Equals Other for any other events.""" return self.__event_type @event_type.setter def event_type(self, value: str): self._property_changed('event_type') self.__event_type = value @property def fill_price(self) -> float: """Last execution price.""" return self.__fill_price @fill_price.setter def fill_price(self, value: float): self._property_changed('fill_price') self.__fill_price = value @property def asset_count_long(self) -> float: """Number of assets in a portfolio with long exposure.""" return self.__asset_count_long @asset_count_long.setter def asset_count_long(self, value: float): self._property_changed('asset_count_long') self.__asset_count_long = value @property def sell180cents(self) -> float: """The amount GS would sell for 180 cents charge.""" return self.__sell180cents @sell180cents.setter def sell180cents(self, value: float): self._property_changed('sell180cents') self.__sell180cents = value @property def spot(self) -> float: """Spot price.""" return self.__spot @spot.setter def spot(self, value: float): self._property_changed('spot') self.__spot = value @property def application_id(self) -> str: """Client application identifier.""" return self.__application_id @application_id.setter def application_id(self, value: str): self._property_changed('application_id') self.__application_id = value @property def indicative_close_price(self) -> float: """Indicative close price of an asset forseen at end of the day.""" return self.__indicative_close_price @indicative_close_price.setter def indicative_close_price(self, value: float): self._property_changed('indicative_close_price') self.__indicative_close_price = value @property def swap_spread(self) -> float: """Swap spread.""" return self.__swap_spread @swap_spread.setter def swap_spread(self, value: float): self._property_changed('swap_spread') self.__swap_spread = value @property def trading_restriction(self) -> bool: """Whether or not the asset has trading restrictions.""" return self.__trading_restriction @trading_restriction.setter def trading_restriction(self, value: bool): self._property_changed('trading_restriction') self.__trading_restriction = value @property def asset_parameters_pay_or_receive(self) -> str: """Pay or receive fixed""" return self.__asset_parameters_pay_or_receive @asset_parameters_pay_or_receive.setter def asset_parameters_pay_or_receive(self, value: str): self._property_changed('asset_parameters_pay_or_receive') self.__asset_parameters_pay_or_receive = value @property def price_spot_entry_unit(self) -> str: """Unit in which the opening price is reported.""" return self.__price_spot_entry_unit @price_spot_entry_unit.setter def price_spot_entry_unit(self, value: str): self._property_changed('price_spot_entry_unit') self.__price_spot_entry_unit = value @property def unrealized_arrival_performance_bps(self) -> float: """Average execution price vs Consolidated Arrival (in limit) since order inception ??? unrealized.""" return self.__unrealized_arrival_performance_bps @unrealized_arrival_performance_bps.setter def unrealized_arrival_performance_bps(self, value: float): self._property_changed('unrealized_arrival_performance_bps') self.__unrealized_arrival_performance_bps = value @property def city(self) -> str: """City for which the weather data was gathered.""" return self.__city @city.setter def city(self, value: str): self._property_changed('city') self.__city = value @property def pnl_wtd(self) -> float: """Total PnL Week to date.""" return self.__pnl_wtd @pnl_wtd.setter def pnl_wtd(self, value: float): self._property_changed('pnl_wtd') self.__pnl_wtd = value @property def covariance(self) -> float: """Covariance between two .""" return self.__covariance @covariance.setter def covariance(self, value: float): self._property_changed('covariance') self.__covariance = value @property def bucket_volume_in_shares(self) -> float: """Forecast of the total volume of shares in the bucket.""" return self.__bucket_volume_in_shares @bucket_volume_in_shares.setter def bucket_volume_in_shares(self, value: float): self._property_changed('bucket_volume_in_shares') self.__bucket_volume_in_shares = value @property def commodity_forecast(self) -> float: """Commodity forecast value for the tenor, year or quarter.""" return self.__commodity_forecast @commodity_forecast.setter def commodity_forecast(self, value: float): self._property_changed('commodity_forecast') self.__commodity_forecast = value @property def valid(self) -> float: """Valid.""" return self.__valid @valid.setter def valid(self, value: float): self._property_changed('valid') self.__valid = value @property def sts_commodity(self) -> str: """Commodity name for STS assets.""" return self.__sts_commodity @sts_commodity.setter def sts_commodity(self, value: str): self._property_changed('sts_commodity') self.__sts_commodity = value @property def initial_pricing_date(self) -> datetime.date: """Initial pricing date for basket actions.""" return self.__initial_pricing_date @initial_pricing_date.setter def initial_pricing_date(self, value: datetime.date): self._property_changed('initial_pricing_date') self.__initial_pricing_date = value @property def indication_of_end_user_exception(self) -> str: """If buyer or seller or both is electing the End User Exception.""" return self.__indication_of_end_user_exception @indication_of_end_user_exception.setter def indication_of_end_user_exception(self, value: str): self._property_changed('indication_of_end_user_exception') self.__indication_of_end_user_exception = value @property def wind_direction_hourly_forecast(self) -> float: """The hourly forecast value for wind direction.""" return self.__wind_direction_hourly_forecast @wind_direction_hourly_forecast.setter def wind_direction_hourly_forecast(self, value: float): self._property_changed('wind_direction_hourly_forecast') self.__wind_direction_hourly_forecast = value @property def es_score(self) -> float: """A company's score for E&S subsector-relative metrics.""" return self.__es_score @es_score.setter def es_score(self, value: float): self._property_changed('es_score') self.__es_score = value @property def yield_(self) -> float: """The return an investor realizes on a bond sold at the mid price.""" return self.__yield @yield_.setter def yield_(self, value: float): self._property_changed('yield_') self.__yield = value @property def fatalities_underlying_conditions_present(self) -> float: """Total number of fatalities of people with underlying conditions.""" return self.__fatalities_underlying_conditions_present @fatalities_underlying_conditions_present.setter def fatalities_underlying_conditions_present(self, value: float): self._property_changed('fatalities_underlying_conditions_present') self.__fatalities_underlying_conditions_present = value @property def price_range_in_ticks(self) -> float: """The Price Range of the stock in Ticks on the particular date.""" return self.__price_range_in_ticks @price_range_in_ticks.setter def price_range_in_ticks(self, value: float): self._property_changed('price_range_in_ticks') self.__price_range_in_ticks = value @property def pace_of_rollp25(self) -> float: """The 25th-percentile of the pace of roll compared to previous quarters (over the last 5 years) at the same point in time, i.e. cross-sectional.""" return self.__pace_of_rollp25 @pace_of_rollp25.setter def pace_of_rollp25(self, value: float): self._property_changed('pace_of_rollp25') self.__pace_of_rollp25 = value @property def day_close_realized_usd(self) -> float: """Realised performance vs Previous Close, in $.""" return self.__day_close_realized_usd @day_close_realized_usd.setter def day_close_realized_usd(self, value: float): self._property_changed('day_close_realized_usd') self.__day_close_realized_usd = value @property def pct_change(self) -> float: """Percentage change of the latest trade price or value from the adjusted historical close.""" return self.__pct_change @pct_change.setter def pct_change(self, value: float): self._property_changed('pct_change') self.__pct_change = value @property def brightness_type(self) -> str: """The type of measure required like visibility or sunshine.""" return self.__brightness_type @brightness_type.setter def brightness_type(self, value: str): self._property_changed('brightness_type') self.__brightness_type = value @property def future_month3_m(self) -> float: """Commods future month code.""" return self.__future_month3_m @future_month3_m.setter def future_month3_m(self, value: float): self._property_changed('future_month3_m') self.__future_month3_m = value @property def number_of_rolls(self) -> int: """Contract's number of rolls per year.""" return self.__number_of_rolls @number_of_rolls.setter def number_of_rolls(self, value: int): self._property_changed('number_of_rolls') self.__number_of_rolls = value @property def iso_country_code_numeric(self) -> float: """Iso numeric code.""" return self.__iso_country_code_numeric @iso_country_code_numeric.setter def iso_country_code_numeric(self, value: float): self._property_changed('iso_country_code_numeric') self.__iso_country_code_numeric = value @property def price_type(self) -> str: """Price denomination and unit.""" return self.__price_type @price_type.setter def price_type(self, value: str): self._property_changed('price_type') self.__price_type = value @property def realized_vwap_performance_usd(self) -> float: """Average execution price vs Consolidated VWAP (in limit) since order inception ??? realized in $.""" return self.__realized_vwap_performance_usd @realized_vwap_performance_usd.setter def realized_vwap_performance_usd(self, value: float): self._property_changed('realized_vwap_performance_usd') self.__realized_vwap_performance_usd = value @property def fuel_type(self) -> str: """The type of fuel used to generate electricity""" return self.__fuel_type @fuel_type.setter def fuel_type(self, value: str): self._property_changed('fuel_type') self.__fuel_type = value @property def bbid(self) -> str: """Bloomberg identifier (ticker and exchange code).""" return self.__bbid @bbid.setter def bbid(self, value: str): self._property_changed('bbid') self.__bbid = value @property def vega_notional_amount(self) -> float: """The notional for a variance swap.""" return self.__vega_notional_amount @vega_notional_amount.setter def vega_notional_amount(self, value: float): self._property_changed('vega_notional_amount') self.__vega_notional_amount = value @property def fatalities_underlying_conditions_absent(self) -> float: """Total number of fatalities of people with no underlying conditions.""" return self.__fatalities_underlying_conditions_absent @fatalities_underlying_conditions_absent.setter def fatalities_underlying_conditions_absent(self, value: float): self._property_changed('fatalities_underlying_conditions_absent') self.__fatalities_underlying_conditions_absent = value @property def effective_date(self) -> datetime.date: """The date at which the measure becomes effective.""" return self.__effective_date @effective_date.setter def effective_date(self, value: datetime.date): self._property_changed('effective_date') self.__effective_date = value @property def capped(self) -> str: """Whether a trade is capped at the block notional threshold.""" return self.__capped @capped.setter def capped(self, value: str): self._property_changed('capped') self.__capped = value @property def rating(self) -> str: """Analyst Rating, which may take on the following values.""" return self.__rating @rating.setter def rating(self, value: str): self._property_changed('rating') self.__rating = value @property def option_currency(self) -> str: """An indication of type of currency on the option premium.""" return self.__option_currency @option_currency.setter def option_currency(self, value: str): self._property_changed('option_currency') self.__option_currency = value @property def is_close_auction(self) -> bool: """Flag indicating whether the bucket is within the close auction or not.""" return self.__is_close_auction @is_close_auction.setter def is_close_auction(self, value: bool): self._property_changed('is_close_auction') self.__is_close_auction = value @property def volatility(self) -> float: """Market implied correlation between two tenors.""" return self.__volatility @volatility.setter def volatility(self, value: float): self._property_changed('volatility') self.__volatility = value @property def avg_vent_util(self) -> float: """Average number of patients on a ventilator per week.""" return self.__avg_vent_util @avg_vent_util.setter def avg_vent_util(self, value: float): self._property_changed('avg_vent_util') self.__avg_vent_util = value @property def underlying_asset_ids(self) -> Tuple[str, ...]: """Marquee IDs of the underlying assets.""" return self.__underlying_asset_ids @underlying_asset_ids.setter def underlying_asset_ids(self, value: Tuple[str, ...]): self._property_changed('underlying_asset_ids') self.__underlying_asset_ids = value @property def buy6point5bps(self) -> float: """The amount GS would buy for 6.5 bps charge.""" return self.__buy6point5bps @buy6point5bps.setter def buy6point5bps(self, value: float): self._property_changed('buy6point5bps') self.__buy6point5bps = value @property def vwap_in_limit_realized_cash(self) -> float: """Consolidated realised performance vs VWAP In Limit, in USD.""" return self.__vwap_in_limit_realized_cash @vwap_in_limit_realized_cash.setter def vwap_in_limit_realized_cash(self, value: float): self._property_changed('vwap_in_limit_realized_cash') self.__vwap_in_limit_realized_cash = value @property def estimated_closing_auction_volume(self) -> float: """Estimated closing auction volume.""" return self.__estimated_closing_auction_volume @estimated_closing_auction_volume.setter def estimated_closing_auction_volume(self, value: float): self._property_changed('estimated_closing_auction_volume') self.__estimated_closing_auction_volume = value @property def sell2bps(self) -> float: """The amount GS would sell for 2 bps charge.""" return self.__sell2bps @sell2bps.setter def sell2bps(self, value: float): self._property_changed('sell2bps') self.__sell2bps = value @property def annual_risk(self) -> float: """Annualized risk of a given portfolio, position or asset. Generally computed as annualized daily standard deviation of returns.""" return self.__annual_risk @annual_risk.setter def annual_risk(self, value: float): self._property_changed('annual_risk') self.__annual_risk = value @property def eti(self) -> str: """External Trade Identifier.""" return self.__eti @eti.setter def eti(self, value: str): self._property_changed('eti') self.__eti = value @property def vwap_in_limit_realized_bps(self) -> float: """Consolidated realised performance vs VWAP In Limit, in bps.""" return self.__vwap_in_limit_realized_bps @vwap_in_limit_realized_bps.setter def vwap_in_limit_realized_bps(self, value: float): self._property_changed('vwap_in_limit_realized_bps') self.__vwap_in_limit_realized_bps = value @property def rank_mtd(self) -> float: """Rank of the Contributor Month to Date.""" return self.__rank_mtd @rank_mtd.setter def rank_mtd(self, value: float): self._property_changed('rank_mtd') self.__rank_mtd = value @property def market_buffer(self) -> float: """The actual buffer between holdings and on loan quantity for a market.""" return self.__market_buffer @market_buffer.setter def market_buffer(self, value: float): self._property_changed('market_buffer') self.__market_buffer = value @property def future_month_j24(self) -> float: """Commods future month code.""" return self.__future_month_j24 @future_month_j24.setter def future_month_j24(self, value: float): self._property_changed('future_month_j24') self.__future_month_j24 = value @property def last_uploaded_time(self) -> datetime.datetime: """Timestamp noting last uploaded datapoint.""" return self.__last_uploaded_time @last_uploaded_time.setter def last_uploaded_time(self, value: datetime.datetime): self._property_changed('last_uploaded_time') self.__last_uploaded_time = value @property def future_month_j23(self) -> float: """Commods future month code.""" return self.__future_month_j23 @future_month_j23.setter def future_month_j23(self, value: float): self._property_changed('future_month_j23') self.__future_month_j23 = value @property def oe_id(self) -> str: """Marquee unique identifier""" return self.__oe_id @oe_id.setter def oe_id(self, value: str): self._property_changed('oe_id') self.__oe_id = value @property def future_month_j22(self) -> float: """Commods future month code.""" return self.__future_month_j22 @future_month_j22.setter def future_month_j22(self, value: float): self._property_changed('future_month_j22') self.__future_month_j22 = value @property def future_month_j21(self) -> float: """Commods future month code.""" return self.__future_month_j21 @future_month_j21.setter def future_month_j21(self, value: float): self._property_changed('future_month_j21') self.__future_month_j21 = value @property def bbid_equivalent(self) -> str: """Bloomberg identifier (ticker and country code) equivalent - i.e. for OTCs options, the equivalent BBID on exchange.""" return self.__bbid_equivalent @bbid_equivalent.setter def bbid_equivalent(self, value: str): self._property_changed('bbid_equivalent') self.__bbid_equivalent = value @property def init_buffer_threshold_required(self) -> float: """The required buffer between holdings and on loan quantity for an asset on the date of loan initiation.""" return self.__init_buffer_threshold_required @init_buffer_threshold_required.setter def init_buffer_threshold_required(self, value: float): self._property_changed('init_buffer_threshold_required') self.__init_buffer_threshold_required = value @property def leg2_designated_maturity(self) -> str: """Floating rate index designated maturity period of leg 2.""" return self.__leg2_designated_maturity @leg2_designated_maturity.setter def leg2_designated_maturity(self, value: str): self._property_changed('leg2_designated_maturity') self.__leg2_designated_maturity = value @property def matched_maturity_ois_swap_rate(self) -> float: """Matched Maturity OIS swap rate.""" return self.__matched_maturity_ois_swap_rate @matched_maturity_ois_swap_rate.setter def matched_maturity_ois_swap_rate(self, value: float): self._property_changed('matched_maturity_ois_swap_rate') self.__matched_maturity_ois_swap_rate = value @property def fair_price(self) -> float: """Fair Price for a swap.""" return self.__fair_price @fair_price.setter def fair_price(self, value: float): self._property_changed('fair_price') self.__fair_price = value @property def participation_rate_in_limit(self) -> float: """Average in limit participation rate of the order, including principal fills.""" return self.__participation_rate_in_limit @participation_rate_in_limit.setter def participation_rate_in_limit(self, value: float): self._property_changed('participation_rate_in_limit') self.__participation_rate_in_limit = value @property def ext_mkt_class(self) -> str: """External MDAPI Class.""" return self.__ext_mkt_class @ext_mkt_class.setter def ext_mkt_class(self, value: str): self._property_changed('ext_mkt_class') self.__ext_mkt_class = value @property def price_currency(self) -> str: """Denominated pricing currency.""" return self.__price_currency @price_currency.setter def price_currency(self, value: str): self._property_changed('price_currency') self.__price_currency = value @property def failed_count(self) -> float: """Number of entities that failed the test.""" return self.__failed_count @failed_count.setter def failed_count(self, value: float): self._property_changed('failed_count') self.__failed_count = value @property def leg1_index_location(self) -> str: """Location of leg.""" return self.__leg1_index_location @leg1_index_location.setter def leg1_index_location(self, value: str): self._property_changed('leg1_index_location') self.__leg1_index_location = value @property def supra_strategy(self) -> str: """Broad descriptor of a fund's investment approach. Same view permissions as the asset""" return self.__supra_strategy @supra_strategy.setter def supra_strategy(self, value: str): self._property_changed('supra_strategy') self.__supra_strategy = value @property def day_count_convention(self) -> str: """The determination of how interest accrues over time for the SB swap.""" return self.__day_count_convention @day_count_convention.setter def day_count_convention(self, value: str): self._property_changed('day_count_convention') self.__day_count_convention = value @property def rounded_notional_amount1(self) -> float: """The total Notional amount or quantity of units of the underlying asset.""" return self.__rounded_notional_amount1 @rounded_notional_amount1.setter def rounded_notional_amount1(self, value: float): self._property_changed('rounded_notional_amount1') self.__rounded_notional_amount1 = value @property def rounded_notional_amount2(self) -> float: """Same as Rounded Notional Amount 1.""" return self.__rounded_notional_amount2 @rounded_notional_amount2.setter def rounded_notional_amount2(self, value: float): self._property_changed('rounded_notional_amount2') self.__rounded_notional_amount2 = value @property def factor_source(self) -> str: """Factor source. One of: Axioma, Prime.""" return self.__factor_source @factor_source.setter def factor_source(self, value: str): self._property_changed('factor_source') self.__factor_source = value @property def future_month_j26(self) -> float: """Commods future month code.""" return self.__future_month_j26 @future_month_j26.setter def future_month_j26(self, value: float): self._property_changed('future_month_j26') self.__future_month_j26 = value @property def lending_sec_type(self) -> str: """Securities lending identifiter for the security on loan.""" return self.__lending_sec_type @lending_sec_type.setter def lending_sec_type(self, value: str): self._property_changed('lending_sec_type') self.__lending_sec_type = value @property def future_month_j25(self) -> float: """Commods future month code.""" return self.__future_month_j25 @future_month_j25.setter def future_month_j25(self, value: float): self._property_changed('future_month_j25') self.__future_month_j25 = value @property def leverage(self) -> float: """Leverage.""" return self.__leverage @leverage.setter def leverage(self, value: float): self._property_changed('leverage') self.__leverage = value @property def forecast_day(self) -> str: """The offset for forecast day for weather from today.""" return self.__forecast_day @forecast_day.setter def forecast_day(self, value: str): self._property_changed('forecast_day') self.__forecast_day = value @property def option_family(self) -> str: """Style of the option.""" return self.__option_family @option_family.setter def option_family(self, value: str): self._property_changed('option_family') self.__option_family = value @property def generator_output(self) -> float: """The output of an electricity generator in MW.""" return self.__generator_output @generator_output.setter def generator_output(self, value: float): self._property_changed('generator_output') self.__generator_output = value @property def price_spot_stop_loss_value(self) -> float: """Stop loss price value of the trade idea.""" return self.__price_spot_stop_loss_value @price_spot_stop_loss_value.setter def price_spot_stop_loss_value(self, value: float): self._property_changed('price_spot_stop_loss_value') self.__price_spot_stop_loss_value = value @property def kpi_id(self) -> str: """Marquee unique KPI identifier.""" return self.__kpi_id @kpi_id.setter def kpi_id(self, value: str): self._property_changed('kpi_id') self.__kpi_id = value @property def wind_generation(self) -> float: """Wind generation value provided by source.""" return self.__wind_generation @wind_generation.setter def wind_generation(self, value: float): self._property_changed('wind_generation') self.__wind_generation = value @property def percentage_mid_executed_quantity(self) -> float: """Percentage of total order filled at midpoint.""" return self.__percentage_mid_executed_quantity @percentage_mid_executed_quantity.setter def percentage_mid_executed_quantity(self, value: float): self._property_changed('percentage_mid_executed_quantity') self.__percentage_mid_executed_quantity = value @property def borrow_cost(self) -> float: """An indication of the rate one would be charged for borrowing/shorting the relevant asset on that day, expressed in bps. Rates may change daily.""" return self.__borrow_cost @borrow_cost.setter def borrow_cost(self, value: float): self._property_changed('borrow_cost') self.__borrow_cost = value @property def knock_out_direction(self) -> str: """The side of the knock-out price the market level must reach to trigger the knock out.""" return self.__knock_out_direction @knock_out_direction.setter def knock_out_direction(self, value: str): self._property_changed('knock_out_direction') self.__knock_out_direction = value @property def risk_model(self) -> str: """Model used to compute risk or performance attribution. Defines universe, factors, calibration period etc.""" return self.__risk_model @risk_model.setter def risk_model(self, value: str): self._property_changed('risk_model') self.__risk_model = value @property def asset_parameters_vendor(self) -> str: """Marquee unique identifier""" return self.__asset_parameters_vendor @asset_parameters_vendor.setter def asset_parameters_vendor(self, value: str): self._property_changed('asset_parameters_vendor') self.__asset_parameters_vendor = value @property def fair_value(self) -> float: """Fair Value.""" return self.__fair_value @fair_value.setter def fair_value(self, value: float): self._property_changed('fair_value') self.__fair_value = value @property def open_time(self) -> datetime.datetime: """Time opened. ISO 8601 formatted string.""" return self.__open_time @open_time.setter def open_time(self, value: datetime.datetime): self._property_changed('open_time') self.__open_time = value @property def pressure_hourly_forecast(self) -> float: """The hourly forecast value for pressure in Inch.""" return self.__pressure_hourly_forecast @pressure_hourly_forecast.setter def pressure_hourly_forecast(self, value: float): self._property_changed('pressure_hourly_forecast') self.__pressure_hourly_forecast = value @property def local_ccy_rate(self) -> float: """The interest rate of the local currency of the associated FX contract.""" return self.__local_ccy_rate @local_ccy_rate.setter def local_ccy_rate(self, value: float): self._property_changed('local_ccy_rate') self.__local_ccy_rate = value @property def end_user_exception(self) -> str: """If buyer or seller or both is electing the End User Exception.""" return self.__end_user_exception @end_user_exception.setter def end_user_exception(self, value: str): self._property_changed('end_user_exception') self.__end_user_exception = value @property def sell90cents(self) -> float: """The amount GS would sell for 90 cents charge.""" return self.__sell90cents @sell90cents.setter def sell90cents(self, value: float): self._property_changed('sell90cents') self.__sell90cents = value @property def execution_venue(self) -> str: """An indication of whether the SB swap transaction was executed on a registered swap execution facility or designated contract market or was executed as an off-facility swap.""" return self.__execution_venue @execution_venue.setter def execution_venue(self, value: str): self._property_changed('execution_venue') self.__execution_venue = value @property def primary_vwap_in_limit_realized_bps(self) -> float: """Realised performance vs Primary VWAP In Limit, in bps.""" return self.__primary_vwap_in_limit_realized_bps @primary_vwap_in_limit_realized_bps.setter def primary_vwap_in_limit_realized_bps(self, value: float): self._property_changed('primary_vwap_in_limit_realized_bps') self.__primary_vwap_in_limit_realized_bps = value @property def approve_rebalance(self) -> bool: """An approved basket.""" return self.__approve_rebalance @approve_rebalance.setter def approve_rebalance(self, value: bool): self._property_changed('approve_rebalance') self.__approve_rebalance = value @property def adjusted_close_price(self) -> float: """Closing Price adjusted for corporate actions.""" return self.__adjusted_close_price @adjusted_close_price.setter def adjusted_close_price(self, value: float): self._property_changed('adjusted_close_price') self.__adjusted_close_price = value @property def lms_id(self) -> str: """Market identifier code.""" return self.__lms_id @lms_id.setter def lms_id(self, value: str): self._property_changed('lms_id') self.__lms_id = value @property def rebate_rate(self) -> float: """Defines the rate of the cash-back payment to an investor who puts up collateral in borrowing a stock. A rebate rate of interest implies a fee for the loan of securities.""" return self.__rebate_rate @rebate_rate.setter def rebate_rate(self, value: float): self._property_changed('rebate_rate') self.__rebate_rate = value @property def sell130cents(self) -> float: """The amount GS would sell for 130 cents charge.""" return self.__sell130cents @sell130cents.setter def sell130cents(self, value: float): self._property_changed('sell130cents') self.__sell130cents = value @property def sell32bps(self) -> float: """The amount GS would sell for 32 bps charge.""" return self.__sell32bps @sell32bps.setter def sell32bps(self, value: float): self._property_changed('sell32bps') self.__sell32bps = value @property def pace_of_rollp50(self) -> float: """The 50th-percentile of the pace of roll compared to previous quarters (over the last 5 years) at the same point in time, i.e. cross-sectional.""" return self.__pace_of_rollp50 @pace_of_rollp50.setter def pace_of_rollp50(self, value: float): self._property_changed('pace_of_rollp50') self.__pace_of_rollp50 = value @property def price_move_vs_arrival(self) -> float: """Stock price return versus arrival price return (in bps).""" return self.__price_move_vs_arrival @price_move_vs_arrival.setter def price_move_vs_arrival(self, value: float): self._property_changed('price_move_vs_arrival') self.__price_move_vs_arrival = value @property def strike_relative(self) -> Union[float, str]: """Strike as value, percent or at-the-money e.g. 62.5, 95%, ATM-25, ATMF, 10/vol, 100k/pv, p=10000, p=10000USD, $200K/BP, or multiple strikes 65.4/-45.8""" return self.__strike_relative @strike_relative.setter def strike_relative(self, value: Union[float, str]): self._property_changed('strike_relative') self.__strike_relative = value @property def pressure_type(self) -> str: """The type of pressure required like sea level or barometric.""" return self.__pressure_type @pressure_type.setter def pressure_type(self, value: str): self._property_changed('pressure_type') self.__pressure_type = value @property def buy40bps(self) -> float: """The amount GS would buy for 40 bps charge.""" return self.__buy40bps @buy40bps.setter def buy40bps(self, value: float): self._property_changed('buy40bps') self.__buy40bps = value @property def price_notation(self) -> float: """The Basis points, Price, Yield, Spread, Coupon, etc., value depending on the type of SB swap, which is calculated at affirmation.""" return self.__price_notation @price_notation.setter def price_notation(self, value: float): self._property_changed('price_notation') self.__price_notation = value @property def strategy(self) -> str: """More specific descriptor of a fund's investment approach. Same view permissions as the asset.""" return self.__strategy @strategy.setter def strategy(self, value: str): self._property_changed('strategy') self.__strategy = value @property def issue_status_date(self) -> datetime.date: """ISO 8601-formatted date""" return self.__issue_status_date @issue_status_date.setter def issue_status_date(self, value: datetime.date): self._property_changed('issue_status_date') self.__issue_status_date = value @property def lender_income(self) -> float: """Income earned by the Lender for the loan of securities to a borrower.""" return self.__lender_income @lender_income.setter def lender_income(self, value: float): self._property_changed('lender_income') self.__lender_income = value @property def pb_client_id(self) -> str: """Prime Brokerage client identifier.""" return self.__pb_client_id @pb_client_id.setter def pb_client_id(self, value: str): self._property_changed('pb_client_id') self.__pb_client_id = value @property def istat_region_code(self) -> float: """Italian region code (ISTAT 2019).""" return self.__istat_region_code @istat_region_code.setter def istat_region_code(self, value: float): self._property_changed('istat_region_code') self.__istat_region_code = value @property def sell9bps(self) -> float: """The amount GS would sell for 9 bps charge.""" return self.__sell9bps @sell9bps.setter def sell9bps(self, value: float): self._property_changed('sell9bps') self.__sell9bps = value @property def owner_id(self) -> str: """Marquee unique identifier for user who owns the object.""" return self.__owner_id @owner_id.setter def owner_id(self, value: str): self._property_changed('owner_id') self.__owner_id = value @property def composite10_day_adv(self) -> float: """Composite 10 day ADV.""" return self.__composite10_day_adv @composite10_day_adv.setter def composite10_day_adv(self, value: float): self._property_changed('composite10_day_adv') self.__composite10_day_adv = value @property def max_loan_balance(self) -> float: """The maximum allowable balance that can be lent out for a lender.""" return self.__max_loan_balance @max_loan_balance.setter def max_loan_balance(self, value: float): self._property_changed('max_loan_balance') self.__max_loan_balance = value @property def idea_activity_type(self) -> str: """Equals CorporateAction if the activity originates as a result of a corporate action. Equals GovernanceAction if the activity originates as a result of a control measure. Equals UserAction if the activity is user driven.""" return self.__idea_activity_type @idea_activity_type.setter def idea_activity_type(self, value: str): self._property_changed('idea_activity_type') self.__idea_activity_type = value @property def sell60cents(self) -> float: """The amount GS would sell for 60 cents charge.""" return self.__sell60cents @sell60cents.setter def sell60cents(self, value: float): self._property_changed('sell60cents') self.__sell60cents = value @property def idea_source(self) -> str: """Equals User if the idea activity originates from a sales person. Equals System if the idea activity is system generated.""" return self.__idea_source @idea_source.setter def idea_source(self, value: str): self._property_changed('idea_source') self.__idea_source = value @property def ever_on_vent(self) -> float: """Total number of patients ever on ventilator for COVID.""" return self.__ever_on_vent @ever_on_vent.setter def ever_on_vent(self, value: float): self._property_changed('ever_on_vent') self.__ever_on_vent = value @property def buy15cents(self) -> float: """The amount GS would buy for 15 cents charge.""" return self.__buy15cents @buy15cents.setter def buy15cents(self, value: float): self._property_changed('buy15cents') self.__buy15cents = value @property def unadjusted_ask(self) -> float: """Unadjusted ask level of an asset based on official exchange fixing or calculation agent marked level.""" return self.__unadjusted_ask @unadjusted_ask.setter def unadjusted_ask(self, value: float): self._property_changed('unadjusted_ask') self.__unadjusted_ask = value @property def contribution_name(self) -> str: """Sector or type group name for the corresponding geography when metricName is either CAI_CONTRIBUTION_SECTOR or CAI_CONTRIBUTION_TYPE.""" return self.__contribution_name @contribution_name.setter def contribution_name(self, value: str): self._property_changed('contribution_name') self.__contribution_name = value @property def given_plus_paid(self) -> float: """Total of given & paid.""" return self.__given_plus_paid @given_plus_paid.setter def given_plus_paid(self, value: float): self._property_changed('given_plus_paid') self.__given_plus_paid = value @property def last_fill_price(self) -> float: """Last execution price.""" return self.__last_fill_price @last_fill_price.setter def last_fill_price(self, value: float): self._property_changed('last_fill_price') self.__last_fill_price = value @property def short_conviction_small(self) -> float: """The count of short ideas with small conviction.""" return self.__short_conviction_small @short_conviction_small.setter def short_conviction_small(self, value: float): self._property_changed('short_conviction_small') self.__short_conviction_small = value @property def upfront_payment_currency(self) -> str: """Currency of upfront payment.""" return self.__upfront_payment_currency @upfront_payment_currency.setter def upfront_payment_currency(self, value: str): self._property_changed('upfront_payment_currency') self.__upfront_payment_currency = value @property def spot_settlement_date(self) -> datetime.date: """The settlement date for a spot FX trade.""" return self.__spot_settlement_date @spot_settlement_date.setter def spot_settlement_date(self, value: datetime.date): self._property_changed('spot_settlement_date') self.__spot_settlement_date = value @property def matrix_order(self) -> float: """The matrix col/row order. Number from 0-249.""" return self.__matrix_order @matrix_order.setter def matrix_order(self, value: float): self._property_changed('matrix_order') self.__matrix_order = value @property def date_index(self) -> float: """For a rates asset, represents the proxy for a meeting number.""" return self.__date_index @date_index.setter def date_index(self, value: float): self._property_changed('date_index') self.__date_index = value @property def payer_day_count_fraction(self) -> str: """Day Count Fraction""" return self.__payer_day_count_fraction @payer_day_count_fraction.setter def payer_day_count_fraction(self, value: str): self._property_changed('payer_day_count_fraction') self.__payer_day_count_fraction = value @property def asset_classifications_is_primary(self) -> bool: """Whether or not it is the primary exchange asset.""" return self.__asset_classifications_is_primary @asset_classifications_is_primary.setter def asset_classifications_is_primary(self, value: bool): self._property_changed('asset_classifications_is_primary') self.__asset_classifications_is_primary = value @property def break_even_inflation_change(self) -> float: """Break even inflation change.""" return self.__break_even_inflation_change @break_even_inflation_change.setter def break_even_inflation_change(self, value: float): self._property_changed('break_even_inflation_change') self.__break_even_inflation_change = value @property def buy130cents(self) -> float: """The amount GS would buy for 130 cents charge.""" return self.__buy130cents @buy130cents.setter def buy130cents(self, value: float): self._property_changed('buy130cents') self.__buy130cents = value @property def dwi_contribution(self) -> float: """Contribution of debt weighted exchange rate index to FCI. Only applicable to EM countries.""" return self.__dwi_contribution @dwi_contribution.setter def dwi_contribution(self, value: float): self._property_changed('dwi_contribution') self.__dwi_contribution = value @property def asset2_id(self) -> str: """Marquee unique asset identifier.""" return self.__asset2_id @asset2_id.setter def asset2_id(self, value: str): self._property_changed('asset2_id') self.__asset2_id = value @property def average_fill_price(self) -> float: """Average fill price for the order since it started.""" return self.__average_fill_price @average_fill_price.setter def average_fill_price(self, value: float): self._property_changed('average_fill_price') self.__average_fill_price = value @property def depth_spread_score(self) -> float: """Z-score of the difference between the mid price and the best price an order to buy or sell a specific notional can be filled at.""" return self.__depth_spread_score @depth_spread_score.setter def depth_spread_score(self, value: float): self._property_changed('depth_spread_score') self.__depth_spread_score = value @property def sell10cents(self) -> float: """The amount GS would sell for 10 cents charge.""" return self.__sell10cents @sell10cents.setter def sell10cents(self, value: float): self._property_changed('sell10cents') self.__sell10cents = value @property def sub_account(self) -> str: """Subaccount.""" return self.__sub_account @sub_account.setter def sub_account(self, value: str): self._property_changed('sub_account') self.__sub_account = value @property def buy65cents(self) -> float: """The amount GS would buy for 65 cents charge.""" return self.__buy65cents @buy65cents.setter def buy65cents(self, value: float): self._property_changed('buy65cents') self.__buy65cents = value @property def bond_cds_basis(self) -> float: """Difference between bond spread and underlying cds of the bond.""" return self.__bond_cds_basis @bond_cds_basis.setter def bond_cds_basis(self, value: float): self._property_changed('bond_cds_basis') self.__bond_cds_basis = value @property def vendor(self) -> Union[Union[MarketDataVendor, str], str]: return self.__vendor @vendor.setter def vendor(self, value: Union[Union[MarketDataVendor, str], str]): self._property_changed('vendor') self.__vendor = get_enum_value(MarketDataVendor, value) @property def data_set(self) -> str: """Unique id of dataset.""" return self.__data_set @data_set.setter def data_set(self, value: str): self._property_changed('data_set') self.__data_set = value @property def notional_amount2(self) -> float: """The total Notional amount or quantity of units of the underlying asset.""" return self.__notional_amount2 @notional_amount2.setter def notional_amount2(self, value: float): self._property_changed('notional_amount2') self.__notional_amount2 = value @property def notional_amount1(self) -> float: """The total Notional amount or quantity of units of the underlying asset.""" return self.__notional_amount1 @notional_amount1.setter def notional_amount1(self, value: float): self._property_changed('notional_amount1') self.__notional_amount1 = value @property def queueing_time(self) -> int: """Time for which risk calculation was queued (ms).""" return self.__queueing_time @queueing_time.setter def queueing_time(self, value: int): self._property_changed('queueing_time') self.__queueing_time = value @property def ann_return5_year(self) -> float: """Total return representing past performance, used for GS Money Market onshore funds, over five years.""" return self.__ann_return5_year @ann_return5_year.setter def ann_return5_year(self, value: float): self._property_changed('ann_return5_year') self.__ann_return5_year = value @property def volume_start_of_day(self) -> float: """Start of day forecast of daily volume.""" return self.__volume_start_of_day @volume_start_of_day.setter def volume_start_of_day(self, value: float): self._property_changed('volume_start_of_day') self.__volume_start_of_day = value @property def price_notation3_type(self) -> str: """Basis points, Price, Yield, Spread, Coupon, etc., depending on the type of SB swap, which is calculated at affirmation.""" return self.__price_notation3_type @price_notation3_type.setter def price_notation3_type(self, value: str): self._property_changed('price_notation3_type') self.__price_notation3_type = value @property def asset_parameters_floating_rate_designated_maturity(self) -> str: """Tenor""" return self.__asset_parameters_floating_rate_designated_maturity @asset_parameters_floating_rate_designated_maturity.setter def asset_parameters_floating_rate_designated_maturity(self, value: str): self._property_changed('asset_parameters_floating_rate_designated_maturity') self.__asset_parameters_floating_rate_designated_maturity = value @property def executed_notional_local(self) -> float: """Executed notional in local currency.""" return self.__executed_notional_local @executed_notional_local.setter def executed_notional_local(self, value: float): self._property_changed('executed_notional_local') self.__executed_notional_local = value @property def business_sponsor(self) -> str: """Business Sponsor.""" return self.__business_sponsor @business_sponsor.setter def business_sponsor(self, value: str): self._property_changed('business_sponsor') self.__business_sponsor = value @property def unexplained(self) -> float: """PNL unexplained by risk model.""" return self.__unexplained @unexplained.setter def unexplained(self, value: float): self._property_changed('unexplained') self.__unexplained = value @property def seasonal_adjustment_short(self) -> str: """Seasonal adjustment of series.""" return self.__seasonal_adjustment_short @seasonal_adjustment_short.setter def seasonal_adjustment_short(self, value: str): self._property_changed('seasonal_adjustment_short') self.__seasonal_adjustment_short = value @property def metric(self) -> str: """Metric for the associated asset.""" return self.__metric @metric.setter def metric(self, value: str): self._property_changed('metric') self.__metric = value @property def ask(self) -> float: """Latest Ask Price (price offering to sell).""" return self.__ask @ask.setter def ask(self, value: float): self._property_changed('ask') self.__ask = value @property def close_price(self) -> float: """Closing level of an asset based on official exchange fixing or calculation agent marked level.""" return self.__close_price @close_price.setter def close_price(self, value: float): self._property_changed('close_price') self.__close_price = value @property def end_time(self) -> datetime.datetime: """End time.""" return self.__end_time @end_time.setter def end_time(self, value: datetime.datetime): self._property_changed('end_time') self.__end_time = value @property def sell100cents(self) -> float: """The amount GS would sell for 100 cents charge.""" return self.__sell100cents @sell100cents.setter def sell100cents(self, value: float): self._property_changed('sell100cents') self.__sell100cents = value @property def execution_timestamp(self) -> datetime.datetime: """The time and date of execution of the publicly reportable swap transaction in Coordinated Universal Time (UTC - CCYY-MMDDThh:mm:ss).""" return self.__execution_timestamp @execution_timestamp.setter def execution_timestamp(self, value: datetime.datetime): self._property_changed('execution_timestamp') self.__execution_timestamp = value @property def buy180cents(self) -> float: """The amount GS would buy for 180 cents charge.""" return self.__buy180cents @buy180cents.setter def buy180cents(self, value: float): self._property_changed('buy180cents') self.__buy180cents = value @property def absolute_strike(self) -> float: """Actual strike value specified in outright terms.""" return self.__absolute_strike @absolute_strike.setter def absolute_strike(self, value: float): self._property_changed('absolute_strike') self.__absolute_strike = value @property def sell3point5bps(self) -> float: """The amount GS would sell for 3.5 bps charge.""" return self.__sell3point5bps @sell3point5bps.setter def sell3point5bps(self, value: float): self._property_changed('sell3point5bps') self.__sell3point5bps = value @property def liquidity_score_buy(self) -> float: """The liquidity score assigned to buying the bond.""" return self.__liquidity_score_buy @liquidity_score_buy.setter def liquidity_score_buy(self, value: float): self._property_changed('liquidity_score_buy') self.__liquidity_score_buy = value @property def payment_frequency(self) -> str: """An integer multiplier of a time period describing how often the parties to the SB swap transaction exchange payments associated with each party???s obligation. Such payment frequency may be described as one letter preceded by an integer.""" return self.__payment_frequency @payment_frequency.setter def payment_frequency(self, value: str): self._property_changed('payment_frequency') self.__payment_frequency = value @property def expense_ratio_net_bps(self) -> float: """Gives basis point measure of management fee, net.""" return self.__expense_ratio_net_bps @expense_ratio_net_bps.setter def expense_ratio_net_bps(self, value: float): self._property_changed('expense_ratio_net_bps') self.__expense_ratio_net_bps = value @property def metric_type(self) -> str: """Type of the metric.""" return self.__metric_type @metric_type.setter def metric_type(self, value: str): self._property_changed('metric_type') self.__metric_type = value @property def rank_ytd(self) -> float: """Rank of the Contributor Year to Date.""" return self.__rank_ytd @rank_ytd.setter def rank_ytd(self, value: float): self._property_changed('rank_ytd') self.__rank_ytd = value @property def leg1_spread(self) -> float: """Spread of leg.""" return self.__leg1_spread @leg1_spread.setter def leg1_spread(self, value: float): self._property_changed('leg1_spread') self.__leg1_spread = value @property def coverage_region(self) -> str: """Coverage Region of a contributor.""" return self.__coverage_region @coverage_region.setter def coverage_region(self, value: str): self._property_changed('coverage_region') self.__coverage_region = value @property def absolute_return_ytd(self) -> float: """Absolute Return Year to Date.""" return self.__absolute_return_ytd @absolute_return_ytd.setter def absolute_return_ytd(self, value: float): self._property_changed('absolute_return_ytd') self.__absolute_return_ytd = value @property def day_count_convention2(self) -> str: """Day count convention for leg 2.""" return self.__day_count_convention2 @day_count_convention2.setter def day_count_convention2(self, value: str): self._property_changed('day_count_convention2') self.__day_count_convention2 = value @property def fwdtier(self) -> str: """Forward tier.""" return self.__fwdtier @fwdtier.setter def fwdtier(self, value: str): self._property_changed('fwdtier') self.__fwdtier = value @property def degree_days(self) -> float: """Value of the temperature of given type.""" return self.__degree_days @degree_days.setter def degree_days(self, value: float): self._property_changed('degree_days') self.__degree_days = value @property def turnover_adjusted(self) -> float: """Turnover adjusted for corporate actions.""" return self.__turnover_adjusted @turnover_adjusted.setter def turnover_adjusted(self, value: float): self._property_changed('turnover_adjusted') self.__turnover_adjusted = value @property def price_spot_target_value(self) -> float: """Target price value of the trade idea.""" return self.__price_spot_target_value @price_spot_target_value.setter def price_spot_target_value(self, value: float): self._property_changed('price_spot_target_value') self.__price_spot_target_value = value @property def market_data_point(self) -> Tuple[Tuple[str, ...], ...]: """The market data point (e.g. 3m, 10y, 11y, Dec19).""" return self.__market_data_point @market_data_point.setter def market_data_point(self, value: Tuple[Tuple[str, ...], ...]): self._property_changed('market_data_point') self.__market_data_point = value @property def num_of_funds(self) -> float: """Number of funds used for aggregation for a given period.""" return self.__num_of_funds @num_of_funds.setter def num_of_funds(self, value: float): self._property_changed('num_of_funds') self.__num_of_funds = value @property def trade_time(self) -> datetime.datetime: """Trade Time.""" return self.__trade_time @trade_time.setter def trade_time(self, value: datetime.datetime): self._property_changed('trade_time') self.__trade_time = value @property def execution_id(self) -> str: """Execution ID.""" return self.__execution_id @execution_id.setter def execution_id(self, value: str): self._property_changed('execution_id') self.__execution_id = value @property def turnover_unadjusted(self) -> float: """Turnover not adjusted for corporate actions.""" return self.__turnover_unadjusted @turnover_unadjusted.setter def turnover_unadjusted(self, value: float): self._property_changed('turnover_unadjusted') self.__turnover_unadjusted = value @property def leg1_floating_index(self) -> str: """If floating index leg, the index.""" return self.__leg1_floating_index @leg1_floating_index.setter def leg1_floating_index(self, value: str): self._property_changed('leg1_floating_index') self.__leg1_floating_index = value @property def hedge_annualized_volatility(self) -> float: """Standard deviation of the annualized returns.""" return self.__hedge_annualized_volatility @hedge_annualized_volatility.setter def hedge_annualized_volatility(self, value: float): self._property_changed('hedge_annualized_volatility') self.__hedge_annualized_volatility = value @property def benchmark_currency(self) -> str: """Currency, ISO 4217 currency code or exchange quote modifier (e.g. GBP vs GBp)""" return self.__benchmark_currency @benchmark_currency.setter def benchmark_currency(self, value: str): self._property_changed('benchmark_currency') self.__benchmark_currency = value @property def futures_contract(self) -> str: """The related futures contract code if applicable.""" return self.__futures_contract @futures_contract.setter def futures_contract(self, value: str): self._property_changed('futures_contract') self.__futures_contract = value @property def name(self) -> str: """Legal or published name for the asset.""" return self.__name @name.setter def name(self, value: str): self._property_changed('name') self.__name = value @property def aum(self) -> Union[Op, float]: return self.__aum @aum.setter def aum(self, value: Union[Op, float]): self._property_changed('aum') self.__aum = value @property def leg1_day_count_convention(self) -> str: """The determination of how interest accrues over time for the SB swap.""" return self.__leg1_day_count_convention @leg1_day_count_convention.setter def leg1_day_count_convention(self, value: str): self._property_changed('leg1_day_count_convention') self.__leg1_day_count_convention = value @property def cbs_code(self) -> str: """CBS Code for Municipality in Netherlands.""" return self.__cbs_code @cbs_code.setter def cbs_code(self, value: str): self._property_changed('cbs_code') self.__cbs_code = value @property def folder_name(self) -> str: """Folder Name of a chart.""" return self.__folder_name @folder_name.setter def folder_name(self, value: str): self._property_changed('folder_name') self.__folder_name = value @property def api_usage(self) -> float: """Usage Metrics for a given client entity based on specified service and metrics feature.""" return self.__api_usage @api_usage.setter def api_usage(self, value: float): self._property_changed('api_usage') self.__api_usage = value @property def twap_interval(self) -> float: """Time interval (in milliseconds) at which a TWAP attempts to fill.""" return self.__twap_interval @twap_interval.setter def twap_interval(self, value: float): self._property_changed('twap_interval') self.__twap_interval = value @property def unique_id(self) -> float: """A unique identifier.""" return self.__unique_id @unique_id.setter def unique_id(self, value: float): self._property_changed('unique_id') self.__unique_id = value @property def option_expiration_date(self) -> datetime.date: """An indication of the date that the option is no longer available for exercise.""" return self.__option_expiration_date @option_expiration_date.setter def option_expiration_date(self, value: datetime.date): self._property_changed('option_expiration_date') self.__option_expiration_date = value @property def swaption_atm_fwd_rate(self) -> float: """Swaption ATM forward rate.""" return self.__swaption_atm_fwd_rate @swaption_atm_fwd_rate.setter def swaption_atm_fwd_rate(self, value: float): self._property_changed('swaption_atm_fwd_rate') self.__swaption_atm_fwd_rate = value @property def live_date(self) -> Union[Op, datetime.date]: return self.__live_date @live_date.setter def live_date(self, value: Union[Op, datetime.date]): self._property_changed('live_date') self.__live_date = value @property def corporate_action_type(self) -> str: """Different types of corporate actions from solactive""" return self.__corporate_action_type @corporate_action_type.setter def corporate_action_type(self, value: str): self._property_changed('corporate_action_type') self.__corporate_action_type = value @property def prime_id(self) -> str: """Prime Id.""" return self.__prime_id @prime_id.setter def prime_id(self, value: str): self._property_changed('prime_id') self.__prime_id = value @property def description(self) -> str: """Description of asset.""" return self.__description @description.setter def description(self, value: str): self._property_changed('description') self.__description = value @property def asset_classifications_is_country_primary(self) -> bool: """Whether or not it is the primary exchange asset for the exchange country.""" return self.__asset_classifications_is_country_primary @asset_classifications_is_country_primary.setter def asset_classifications_is_country_primary(self, value: bool): self._property_changed('asset_classifications_is_country_primary') self.__asset_classifications_is_country_primary = value @property def rebate_rate_limit(self) -> float: """The maximum allowable rebate rate that can be paid out to the borrower of a stock.""" return self.__rebate_rate_limit @rebate_rate_limit.setter def rebate_rate_limit(self, value: float): self._property_changed('rebate_rate_limit') self.__rebate_rate_limit = value @property def factor(self) -> str: """Name of the factor. i.e. Momentum""" return self.__factor @factor.setter def factor(self, value: str): self._property_changed('factor') self.__factor = value @property def days_on_loan(self) -> float: """The number of days this loan as been on our books.""" return self.__days_on_loan @days_on_loan.setter def days_on_loan(self, value: float): self._property_changed('days_on_loan') self.__days_on_loan = value @property def long_conviction_small(self) -> float: """The count of long ideas with small conviction.""" return self.__long_conviction_small @long_conviction_small.setter def long_conviction_small(self, value: float): self._property_changed('long_conviction_small') self.__long_conviction_small = value @property def sell40cents(self) -> float: """The amount GS would sell for 40 cents charge.""" return self.__sell40cents @sell40cents.setter def sell40cents(self, value: float): self._property_changed('sell40cents') self.__sell40cents = value @property def relative_payoff_ytd(self) -> float: """Total win divided by total loss Year to date.""" return self.__relative_payoff_ytd @relative_payoff_ytd.setter def relative_payoff_ytd(self, value: float): self._property_changed('relative_payoff_ytd') self.__relative_payoff_ytd = value @property def gsfeer(self) -> float: """Goldman Sachs Fundamental Equilibrium Exchange Rate.""" return self.__gsfeer @gsfeer.setter def gsfeer(self, value: float): self._property_changed('gsfeer') self.__gsfeer = value @property def relative_hit_rate_qtd(self) -> float: """Hit Rate Ratio Quarter to Date.""" return self.__relative_hit_rate_qtd @relative_hit_rate_qtd.setter def relative_hit_rate_qtd(self, value: float): self._property_changed('relative_hit_rate_qtd') self.__relative_hit_rate_qtd = value @property def wam(self) -> float: """Weighted average maturity, average of effective maturities of all securities held in portfolio, weighted.""" return self.__wam @wam.setter def wam(self, value: float): self._property_changed('wam') self.__wam = value @property def wal(self) -> float: """Weighted average life, measures sensitivity to changes in liquidity.""" return self.__wal @wal.setter def wal(self, value: float): self._property_changed('wal') self.__wal = value @property def quantityccy(self) -> str: """Quantity unit.""" return self.__quantityccy @quantityccy.setter def quantityccy(self, value: str): self._property_changed('quantityccy') self.__quantityccy = value @property def backtest_id(self) -> str: """Marquee unique backtest identifier.""" return self.__backtest_id @backtest_id.setter def backtest_id(self, value: str): self._property_changed('backtest_id') self.__backtest_id = value @property def dirty_price(self) -> float: """Price of the Bond including accrued interest.""" return self.__dirty_price @dirty_price.setter def dirty_price(self, value: float): self._property_changed('dirty_price') self.__dirty_price = value @property def corporate_spread_contribution(self) -> float: """Contribution of corporate spread component to FCI.""" return self.__corporate_spread_contribution @corporate_spread_contribution.setter def corporate_spread_contribution(self, value: float): self._property_changed('corporate_spread_contribution') self.__corporate_spread_contribution = value @property def relative_humidity_hourly_forecast(self) -> float: """The hourly forecast value for relative humidity in percentage.""" return self.__relative_humidity_hourly_forecast @relative_humidity_hourly_forecast.setter def relative_humidity_hourly_forecast(self, value: float): self._property_changed('relative_humidity_hourly_forecast') self.__relative_humidity_hourly_forecast = value @property def multiple_score(self) -> float: """Multiple percentile relative to Americas coverage universe (a higher score means more expensive).""" return self.__multiple_score @multiple_score.setter def multiple_score(self, value: float): self._property_changed('multiple_score') self.__multiple_score = value @property def beta_adjusted_exposure(self) -> float: """Beta adjusted exposure.""" return self.__beta_adjusted_exposure @beta_adjusted_exposure.setter def beta_adjusted_exposure(self, value: float): self._property_changed('beta_adjusted_exposure') self.__beta_adjusted_exposure = value @property def dividend_points(self) -> float: """Expected Dividend in index points.""" return self.__dividend_points @dividend_points.setter def dividend_points(self, value: float): self._property_changed('dividend_points') self.__dividend_points = value @property def brightness(self) -> float: """Value of the measure type selected.""" return self.__brightness @brightness.setter def brightness(self, value: float): self._property_changed('brightness') self.__brightness = value @property def asset_parameters_receiver_designated_maturity(self) -> str: """Tenor""" return self.__asset_parameters_receiver_designated_maturity @asset_parameters_receiver_designated_maturity.setter def asset_parameters_receiver_designated_maturity(self, value: str): self._property_changed('asset_parameters_receiver_designated_maturity') self.__asset_parameters_receiver_designated_maturity = value @property def bos_in_ticks_description(self) -> str: """Description of the Stock's Bid-Offer Spread in Ticks on the particular date.""" return self.__bos_in_ticks_description @bos_in_ticks_description.setter def bos_in_ticks_description(self, value: str): self._property_changed('bos_in_ticks_description') self.__bos_in_ticks_description = value @property def test_id(self) -> str: """Unique ID for test configuration.""" return self.__test_id @test_id.setter def test_id(self, value: str): self._property_changed('test_id') self.__test_id = value @property def implied_correlation(self) -> float: """Correlation of an asset implied by observations of market prices.""" return self.__implied_correlation @implied_correlation.setter def implied_correlation(self, value: float): self._property_changed('implied_correlation') self.__implied_correlation = value @property def normalized_performance(self) -> float: """Performance that is normalized to 1.""" return self.__normalized_performance @normalized_performance.setter def normalized_performance(self, value: float): self._property_changed('normalized_performance') self.__normalized_performance = value @property def overnight_news_end_time(self) -> datetime.datetime: """The overnight news end time.""" return self.__overnight_news_end_time @overnight_news_end_time.setter def overnight_news_end_time(self, value: datetime.datetime): self._property_changed('overnight_news_end_time') self.__overnight_news_end_time = value @property def bytes_consumed(self) -> float: """Bytes of raw data fetched in a run of the checker.""" return self.__bytes_consumed @bytes_consumed.setter def bytes_consumed(self, value: float): self._property_changed('bytes_consumed') self.__bytes_consumed = value @property def swaption_vol(self) -> float: """Historical implied normal volatility for a liquid point on swaption vol surface.""" return self.__swaption_vol @swaption_vol.setter def swaption_vol(self, value: float): self._property_changed('swaption_vol') self.__swaption_vol = value @property def estimated_closing_volume(self) -> float: """Estimated closing auction volume (in shares).""" return self.__estimated_closing_volume @estimated_closing_volume.setter def estimated_closing_volume(self, value: float): self._property_changed('estimated_closing_volume') self.__estimated_closing_volume = value @property def issuer(self) -> str: """The issuer of this bond.""" return self.__issuer @issuer.setter def issuer(self, value: str): self._property_changed('issuer') self.__issuer = value @property def dividend_yield(self) -> float: """Annualized Dividend Yield.""" return self.__dividend_yield @dividend_yield.setter def dividend_yield(self, value: float): self._property_changed('dividend_yield') self.__dividend_yield = value @property def market_type(self) -> str: """The type of market for Power. Values may include Physical Bilateral, Day Ahead or Real Time.""" return self.__market_type @market_type.setter def market_type(self, value: str): self._property_changed('market_type') self.__market_type = value @property def num_units_lower(self) -> float: """Units Lower.""" return self.__num_units_lower @num_units_lower.setter def num_units_lower(self, value: float): self._property_changed('num_units_lower') self.__num_units_lower = value @property def source_origin(self) -> str: """Source origin.""" return self.__source_origin @source_origin.setter def source_origin(self, value: str): self._property_changed('source_origin') self.__source_origin = value @property def proceeds_asset_swap_spread3m(self) -> float: """Proceeds asset swap spread vs 3m tenor.""" return self.__proceeds_asset_swap_spread3m @proceeds_asset_swap_spread3m.setter def proceeds_asset_swap_spread3m(self, value: float): self._property_changed('proceeds_asset_swap_spread3m') self.__proceeds_asset_swap_spread3m = value @property def total_quantity(self) -> float: """Rounded total quantity.""" return self.__total_quantity @total_quantity.setter def total_quantity(self, value: float): self._property_changed('total_quantity') self.__total_quantity = value @property def internal_user(self) -> bool: """Whether user is internal or not.""" return self.__internal_user @internal_user.setter def internal_user(self, value: bool): self._property_changed('internal_user') self.__internal_user = value @property def sell40bps(self) -> float: """The amount GS would sell for 40 bps charge.""" return self.__sell40bps @sell40bps.setter def sell40bps(self, value: float): self._property_changed('sell40bps') self.__sell40bps = value @property def redemption_option(self) -> str: """Indicates the calculation convention for callable instruments.""" return self.__redemption_option @redemption_option.setter def redemption_option(self, value: str): self._property_changed('redemption_option') self.__redemption_option = value @property def notional_unit2(self) -> str: """Unit of reported notional price.""" return self.__notional_unit2 @notional_unit2.setter def notional_unit2(self, value: str): self._property_changed('notional_unit2') self.__notional_unit2 = value @property def notional_unit1(self) -> str: """Unit of reported notional price.""" return self.__notional_unit1 @notional_unit1.setter def notional_unit1(self, value: str): self._property_changed('notional_unit1') self.__notional_unit1 = value @property def sedol(self) -> str: """SEDOL - Stock Exchange Daily Official List (subject to licensing).""" return self.__sedol @sedol.setter def sedol(self, value: str): self._property_changed('sedol') self.__sedol = value @property def rounding_cost_pnl(self) -> float: """Rounding Cost Profit and Loss.""" return self.__rounding_cost_pnl @rounding_cost_pnl.setter def rounding_cost_pnl(self, value: float): self._property_changed('rounding_cost_pnl') self.__rounding_cost_pnl = value @property def mid_yield(self) -> float: """The return an investor realizes on a bond sold at the mid price.""" return self.__mid_yield @mid_yield.setter def mid_yield(self, value: float): self._property_changed('mid_yield') self.__mid_yield = value @property def unexecuted_notional_local(self) -> float: """Total un-executed notional in local currency.""" return self.__unexecuted_notional_local @unexecuted_notional_local.setter def unexecuted_notional_local(self, value: float): self._property_changed('unexecuted_notional_local') self.__unexecuted_notional_local = value @property def sustain_global(self) -> bool: """True if the stock is on the SUSTAIN (Global) 50 list as of the corresponding date. False if the stock is removed from the SUSTAIN (Global) 50 list on the corresponding date.""" return self.__sustain_global @sustain_global.setter def sustain_global(self, value: bool): self._property_changed('sustain_global') self.__sustain_global = value @property def ending_date(self) -> str: """End date of the period the valuation refers to.""" return self.__ending_date @ending_date.setter def ending_date(self, value: str): self._property_changed('ending_date') self.__ending_date = value @property def proceeds_asset_swap_spread12m(self) -> float: """Proceeds asset swap spread vs 12m tenor.""" return self.__proceeds_asset_swap_spread12m @proceeds_asset_swap_spread12m.setter def proceeds_asset_swap_spread12m(self, value: float): self._property_changed('proceeds_asset_swap_spread12m') self.__proceeds_asset_swap_spread12m = value @property def gross_investment_wtd(self) -> float: """Total gross investment Week to date.""" return self.__gross_investment_wtd @gross_investment_wtd.setter def gross_investment_wtd(self, value: float): self._property_changed('gross_investment_wtd') self.__gross_investment_wtd = value @property def ann_return3_year(self) -> float: """Total return representing past performance, used for GS Money Market onshore funds, over three years.""" return self.__ann_return3_year @ann_return3_year.setter def ann_return3_year(self, value: float): self._property_changed('ann_return3_year') self.__ann_return3_year = value @property def sharpe_wtd(self) -> float: """Sharpe ratio Week to date.""" return self.__sharpe_wtd @sharpe_wtd.setter def sharpe_wtd(self, value: float): self._property_changed('sharpe_wtd') self.__sharpe_wtd = value @property def discount_factor(self) -> float: """Present Value of 1 unit of currency on an earlier date.""" return self.__discount_factor @discount_factor.setter def discount_factor(self, value: float): self._property_changed('discount_factor') self.__discount_factor = value @property def relative_return_mtd(self) -> float: """Relative Return Month to Date.""" return self.__relative_return_mtd @relative_return_mtd.setter def relative_return_mtd(self, value: float): self._property_changed('relative_return_mtd') self.__relative_return_mtd = value @property def price_change_on_day(self) -> float: """Price change on day.""" return self.__price_change_on_day @price_change_on_day.setter def price_change_on_day(self, value: float): self._property_changed('price_change_on_day') self.__price_change_on_day = value @property def buy100cents(self) -> float: """The amount GS would buy for 100 cents charge.""" return self.__buy100cents @buy100cents.setter def buy100cents(self, value: float): self._property_changed('buy100cents') self.__buy100cents = value @property def forward_point(self) -> float: """Outright forward minus spot.""" return self.__forward_point @forward_point.setter def forward_point(self, value: float): self._property_changed('forward_point') self.__forward_point = value @property def fci(self) -> float: """Nominal FCI value.""" return self.__fci @fci.setter def fci(self, value: float): self._property_changed('fci') self.__fci = value @property def recall_quantity(self) -> float: """Defines the amount of shares being recalled in a stock loan recall activity.""" return self.__recall_quantity @recall_quantity.setter def recall_quantity(self, value: float): self._property_changed('recall_quantity') self.__recall_quantity = value @property def fx_positioning(self) -> float: """Positioning data in the FX market.""" return self.__fx_positioning @fx_positioning.setter def fx_positioning(self, value: float): self._property_changed('fx_positioning') self.__fx_positioning = value @property def gsid_equivalent(self) -> str: """Goldman Sachs internal equity identifier equivalent - i.e. - for Corporate Bonds, the equivalent GSID of the underlying security.""" return self.__gsid_equivalent @gsid_equivalent.setter def gsid_equivalent(self, value: str): self._property_changed('gsid_equivalent') self.__gsid_equivalent = value @property def categories(self) -> Tuple[str, ...]: """Categories for series.""" return self.__categories @categories.setter def categories(self, value: Tuple[str, ...]): self._property_changed('categories') self.__categories = value @property def ext_mkt_asset(self) -> str: """External MDAPI Asset.""" return self.__ext_mkt_asset @ext_mkt_asset.setter def ext_mkt_asset(self, value: str): self._property_changed('ext_mkt_asset') self.__ext_mkt_asset = value @property def quoting_style(self) -> str: """Quoting style.""" return self.__quoting_style @quoting_style.setter def quoting_style(self, value: str): self._property_changed('quoting_style') self.__quoting_style = value @property def error_message(self) -> str: """Error message to correspond to error in factor field.""" return self.__error_message @error_message.setter def error_message(self, value: str): self._property_changed('error_message') self.__error_message = value @property def mid_price(self) -> float: """The mid price.""" return self.__mid_price @mid_price.setter def mid_price(self, value: float): self._property_changed('mid_price') self.__mid_price = value @property def proceeds_asset_swap_spread6m(self) -> float: """Proceeds asset swap spread vs 6m tenor.""" return self.__proceeds_asset_swap_spread6m @proceeds_asset_swap_spread6m.setter def proceeds_asset_swap_spread6m(self, value: float): self._property_changed('proceeds_asset_swap_spread6m') self.__proceeds_asset_swap_spread6m = value @property def sts_em_dm(self) -> str: """Emerging or developed market classification.""" return self.__sts_em_dm @sts_em_dm.setter def sts_em_dm(self, value: str): self._property_changed('sts_em_dm') self.__sts_em_dm = value @property def embedded_option(self) -> str: """An indication of whether or not the option fields are for an embedded option.""" return self.__embedded_option @embedded_option.setter def embedded_option(self, value: str): self._property_changed('embedded_option') self.__embedded_option = value @property def tcm_cost_horizon2_day(self) -> float: """TCM cost with a 2 day time horizon.""" return self.__tcm_cost_horizon2_day @tcm_cost_horizon2_day.setter def tcm_cost_horizon2_day(self, value: float): self._property_changed('tcm_cost_horizon2_day') self.__tcm_cost_horizon2_day = value @property def age_band(self) -> str: """The age band of the caller based on the date of birth provided.""" return self.__age_band @age_band.setter def age_band(self, value: str): self._property_changed('age_band') self.__age_band = value @property def returns_enabled(self) -> bool: """Whether or not returns are enabled for the Hedge Fund.""" return self.__returns_enabled @returns_enabled.setter def returns_enabled(self, value: bool): self._property_changed('returns_enabled') self.__returns_enabled = value @property def run_id(self) -> str: """Unique id for check runs, used to query entity data corresponding to dataset level data.""" return self.__run_id @run_id.setter def run_id(self, value: str): self._property_changed('run_id') self.__run_id = value @property def queue_in_lots(self) -> float: """The Queue size in Lots (if applicable) of the stock on the particular date.""" return self.__queue_in_lots @queue_in_lots.setter def queue_in_lots(self, value: float): self._property_changed('queue_in_lots') self.__queue_in_lots = value @property def tender_offer_expiration_date(self) -> str: """Expiration date of the tender offer.""" return self.__tender_offer_expiration_date @tender_offer_expiration_date.setter def tender_offer_expiration_date(self, value: str): self._property_changed('tender_offer_expiration_date') self.__tender_offer_expiration_date = value @property def midcurve_annuity(self) -> float: """Midcurve annuity.""" return self.__midcurve_annuity @midcurve_annuity.setter def midcurve_annuity(self, value: float): self._property_changed('midcurve_annuity') self.__midcurve_annuity = value @property def lending_fund_nav_trend(self) -> float: """Net Asset Value trend of a securities lending fund.""" return self.__lending_fund_nav_trend @lending_fund_nav_trend.setter def lending_fund_nav_trend(self, value: float): self._property_changed('lending_fund_nav_trend') self.__lending_fund_nav_trend = value @property def cloud_cover_forecast(self) -> float: """The forecast value for cloud cover.""" return self.__cloud_cover_forecast @cloud_cover_forecast.setter def cloud_cover_forecast(self, value: float): self._property_changed('cloud_cover_forecast') self.__cloud_cover_forecast = value @property def tcm_cost_participation_rate5_pct(self) -> float: """TCM cost with a 5 percent participation rate.""" return self.__tcm_cost_participation_rate5_pct @tcm_cost_participation_rate5_pct.setter def tcm_cost_participation_rate5_pct(self, value: float): self._property_changed('tcm_cost_participation_rate5_pct') self.__tcm_cost_participation_rate5_pct = value @property def default_backcast(self) -> bool: """Is basket backcasted using initial positions.""" return self.__default_backcast @default_backcast.setter def default_backcast(self, value: bool): self._property_changed('default_backcast') self.__default_backcast = value @property def news_on_intensity(self) -> float: """A measure of the intensity of media attention to each stock compared with other stocks in the index.""" return self.__news_on_intensity @news_on_intensity.setter def news_on_intensity(self, value: float): self._property_changed('news_on_intensity') self.__news_on_intensity = value @property def price_forming_continuation_data(self) -> str: """An indication of whether an SB swap transaction is a post-execution event that affects the price of the swap transaction, e.g. terminations, assignments, novations, exchanges, transfers, amendments, conveyances or extinguishing of rights that change the price of the SB swap.""" return self.__price_forming_continuation_data @price_forming_continuation_data.setter def price_forming_continuation_data(self, value: str): self._property_changed('price_forming_continuation_data') self.__price_forming_continuation_data = value @property def adjusted_short_interest(self) -> float: """Adjusted Short Interest rate.""" return self.__adjusted_short_interest @adjusted_short_interest.setter def adjusted_short_interest(self, value: float): self._property_changed('adjusted_short_interest') self.__adjusted_short_interest = value @property def new_hospitalized(self) -> float: """Number of new patients hospitalized.""" return self.__new_hospitalized @new_hospitalized.setter def new_hospitalized(self, value: float): self._property_changed('new_hospitalized') self.__new_hospitalized = value @property def asset_parameters_strike(self) -> Union[float, str]: """Strike as value, percent or at-the-money e.g. 62.5, 95%, ATM-25, ATMF, 10/vol, 100k/pv, p=10000, p=10000USD, $200K/BP, or multiple strikes 65.4/-45.8""" return self.__asset_parameters_strike @asset_parameters_strike.setter def asset_parameters_strike(self, value: Union[float, str]): self._property_changed('asset_parameters_strike') self.__asset_parameters_strike = value @property def buy35cents(self) -> float: """The amount GS would buy for 35 cents charge.""" return self.__buy35cents @buy35cents.setter def buy35cents(self, value: float): self._property_changed('buy35cents') self.__buy35cents = value @property def leg2_total_notional(self) -> float: """The total Notional amount or quantity of units of the leg 2 underlying asset.""" return self.__leg2_total_notional @leg2_total_notional.setter def leg2_total_notional(self, value: float): self._property_changed('leg2_total_notional') self.__leg2_total_notional = value @property def asset_parameters_effective_date(self) -> str: """Relative effective date.""" return self.__asset_parameters_effective_date @asset_parameters_effective_date.setter def asset_parameters_effective_date(self, value: str): self._property_changed('asset_parameters_effective_date') self.__asset_parameters_effective_date = value @property def ann_return10_year(self) -> float: """Total return representing past performance, used for GS Money Market onshore funds, over ten years.""" return self.__ann_return10_year @ann_return10_year.setter def ann_return10_year(self, value: float): self._property_changed('ann_return10_year') self.__ann_return10_year = value @property def num_adult_icu_beds(self) -> float: """All ICU beds, burn ICU beds, surgical ICU beds, or trauma ICU beds meant for emergency situations where hospitals may use additional intensive care beds to supplement an influx of patients. Does not include neonatal, pediatric or premature ICU beds.""" return self.__num_adult_icu_beds @num_adult_icu_beds.setter def num_adult_icu_beds(self, value: float): self._property_changed('num_adult_icu_beds') self.__num_adult_icu_beds = value @property def days_to_expiration(self) -> float: """Days to Expiration for the contract.""" return self.__days_to_expiration @days_to_expiration.setter def days_to_expiration(self, value: float): self._property_changed('days_to_expiration') self.__days_to_expiration = value @property def continuation_event(self) -> str: """An indication of whether an SB swap transaction is a post-execution event that affects the price of the swap transaction, e.g. terminations, assignments, novations, exchanges, transfers, amendments, conveyances or extinguishing of rights that change the price of the SB swap.""" return self.__continuation_event @continuation_event.setter def continuation_event(self, value: str): self._property_changed('continuation_event') self.__continuation_event = value @property def wi_id(self) -> str: """Weather Index Identifier.""" return self.__wi_id @wi_id.setter def wi_id(self, value: str): self._property_changed('wi_id') self.__wi_id = value @property def market_cap_category(self) -> str: """Category of market capitalizations a fund is focused on from an investment perspective. Same view permissions as the asset.""" return self.__market_cap_category @market_cap_category.setter def market_cap_category(self, value: str): self._property_changed('market_cap_category') self.__market_cap_category = value @property def historical_volume(self) -> float: """One month rolling average.""" return self.__historical_volume @historical_volume.setter def historical_volume(self, value: float): self._property_changed('historical_volume') self.__historical_volume = value @property def buy5cents(self) -> float: """The amount GS would buy for 5 cents charge.""" return self.__buy5cents @buy5cents.setter def buy5cents(self, value: float): self._property_changed('buy5cents') self.__buy5cents = value @property def event_start_date(self) -> datetime.date: """The start date of the event if the event occurs during a time window, in the time zone of the exchange where the company is listed (optional).""" return self.__event_start_date @event_start_date.setter def event_start_date(self, value: datetime.date): self._property_changed('event_start_date') self.__event_start_date = value @property def leg1_fixed_rate(self) -> float: """If fixed rate leg, the fixed rate of leg 1.""" return self.__leg1_fixed_rate @leg1_fixed_rate.setter def leg1_fixed_rate(self, value: float): self._property_changed('leg1_fixed_rate') self.__leg1_fixed_rate = value @property def equity_gamma(self) -> float: """Gamma exposure to equity products.""" return self.__equity_gamma @equity_gamma.setter def equity_gamma(self, value: float): self._property_changed('equity_gamma') self.__equity_gamma = value @property def rpt_id(self) -> str: """DDR generated unique and random ID for reconciliation purpose.""" return self.__rpt_id @rpt_id.setter def rpt_id(self, value: str): self._property_changed('rpt_id') self.__rpt_id = value @property def gross_income(self) -> float: """The income earned by the reinvested collateral including the rebate or fee, excluding lender or partner fees.""" return self.__gross_income @gross_income.setter def gross_income(self, value: float): self._property_changed('gross_income') self.__gross_income = value @property def em_id(self) -> str: """Entity Master identifier.""" return self.__em_id @em_id.setter def em_id(self, value: str): self._property_changed('em_id') self.__em_id = value @property def asset_count_in_model(self) -> float: """Number of assets in a portfolio in a given risk model.""" return self.__asset_count_in_model @asset_count_in_model.setter def asset_count_in_model(self, value: float): self._property_changed('asset_count_in_model') self.__asset_count_in_model = value @property def sts_credit_region(self) -> str: """Credit risk region.""" return self.__sts_credit_region @sts_credit_region.setter def sts_credit_region(self, value: str): self._property_changed('sts_credit_region') self.__sts_credit_region = value @property def min_temperature(self) -> float: """Minimum temperature observed on a given day in fahrenheit.""" return self.__min_temperature @min_temperature.setter def min_temperature(self, value: float): self._property_changed('min_temperature') self.__min_temperature = value @property def bucket_start_time(self) -> datetime.datetime: """The start time of the bucket in ISO 8601 formatted date and time.""" return self.__bucket_start_time @bucket_start_time.setter def bucket_start_time(self, value: datetime.datetime): self._property_changed('bucket_start_time') self.__bucket_start_time = value @property def fill_type(self) -> str: """Dark/Lit etc.""" return self.__fill_type @fill_type.setter def fill_type(self, value: str): self._property_changed('fill_type') self.__fill_type = value @property def close_time(self) -> datetime.datetime: """Time closed. ISO 8601 formatted string.""" return self.__close_time @close_time.setter def close_time(self, value: datetime.datetime): self._property_changed('close_time') self.__close_time = value @property def fail_pct(self) -> float: """Fail percentage.""" return self.__fail_pct @fail_pct.setter def fail_pct(self, value: float): self._property_changed('fail_pct') self.__fail_pct = value @property def iso_country_code_alpha2(self) -> str: """Iso2 country codes (2-digit).""" return self.__iso_country_code_alpha2 @iso_country_code_alpha2.setter def iso_country_code_alpha2(self, value: str): self._property_changed('iso_country_code_alpha2') self.__iso_country_code_alpha2 = value @property def iso_country_code_alpha3(self) -> str: """Iso3 country codes (3-digit).""" return self.__iso_country_code_alpha3 @iso_country_code_alpha3.setter def iso_country_code_alpha3(self, value: str): self._property_changed('iso_country_code_alpha3') self.__iso_country_code_alpha3 = value @property def amount(self) -> float: """Amount corporate actions pay out.""" return self.__amount @amount.setter def amount(self, value: float): self._property_changed('amount') self.__amount = value @property def lending_fund_acct(self) -> str: """Account associated with the securities lending fund.""" return self.__lending_fund_acct @lending_fund_acct.setter def lending_fund_acct(self, value: str): self._property_changed('lending_fund_acct') self.__lending_fund_acct = value @property def rebate(self) -> float: """Amount of the payment to an investor who puts up collateral in borrowing a stock.""" return self.__rebate @rebate.setter def rebate(self, value: float): self._property_changed('rebate') self.__rebate = value @property def election_type(self) -> str: """Type of election e.g. presidential.""" return self.__election_type @election_type.setter def election_type(self, value: str): self._property_changed('election_type') self.__election_type = value @property def relative_hit_rate_mtd(self) -> float: """Hit Rate Ratio Month to Date.""" return self.__relative_hit_rate_mtd @relative_hit_rate_mtd.setter def relative_hit_rate_mtd(self, value: float): self._property_changed('relative_hit_rate_mtd') self.__relative_hit_rate_mtd = value @property def implied_volatility(self) -> float: """Volatility of an asset implied by observations of market prices.""" return self.__implied_volatility @implied_volatility.setter def implied_volatility(self, value: float): self._property_changed('implied_volatility') self.__implied_volatility = value @property def spread(self) -> float: """Quoted (running) spread (mid) of buying / selling protection on an index. (Equally weighted CDS basket). In basis points.""" return self.__spread @spread.setter def spread(self, value: float): self._property_changed('spread') self.__spread = value @property def variance(self) -> float: """Market implied variance between two tenors.""" return self.__variance @variance.setter def variance(self, value: float): self._property_changed('variance') self.__variance = value @property def wtd_degree_days_daily_forecast(self) -> float: """The forecast value for weighted degree day in Fahrenheit.""" return self.__wtd_degree_days_daily_forecast @wtd_degree_days_daily_forecast.setter def wtd_degree_days_daily_forecast(self, value: float): self._property_changed('wtd_degree_days_daily_forecast') self.__wtd_degree_days_daily_forecast = value @property def swaption_annuity(self) -> float: """Swaption annuity.""" return self.__swaption_annuity @swaption_annuity.setter def swaption_annuity(self, value: float): self._property_changed('swaption_annuity') self.__swaption_annuity = value @property def buy6bps(self) -> float: """The amount GS would buy for 6 bps charge.""" return self.__buy6bps @buy6bps.setter def buy6bps(self, value: float): self._property_changed('buy6bps') self.__buy6bps = value @property def g10_currency(self) -> bool: """Is a G10 asset.""" return self.__g10_currency @g10_currency.setter def g10_currency(self, value: bool): self._property_changed('g10_currency') self.__g10_currency = value @property def humidity_forecast(self) -> float: """The forecast value for humidity.""" return self.__humidity_forecast @humidity_forecast.setter def humidity_forecast(self, value: float): self._property_changed('humidity_forecast') self.__humidity_forecast = value @property def relative_period(self) -> str: """The relative period forward for which the forecast is available.""" return self.__relative_period @relative_period.setter def relative_period(self, value: str): self._property_changed('relative_period') self.__relative_period = value @property def user(self) -> str: """Originating platform.""" return self.__user @user.setter def user(self, value: str): self._property_changed('user') self.__user = value @property def customer(self) -> str: """Customer kerberos.""" return self.__customer @customer.setter def customer(self, value: str): self._property_changed('customer') self.__customer = value @property def leg1_reset_frequency(self) -> str: """An integer multiplier of a period describing how often the parties to an SB swap transaction shall evaluate and, when applicable, change the price used for the underlying assets of the swap transaction (leg 1). Such reset frequency may be described as one letter preceded by an integer.""" return self.__leg1_reset_frequency @leg1_reset_frequency.setter def leg1_reset_frequency(self, value: str): self._property_changed('leg1_reset_frequency') self.__leg1_reset_frequency = value @property def queue_clock_time_label(self): return self.__queue_clock_time_label @queue_clock_time_label.setter def queue_clock_time_label(self, value): self._property_changed('queue_clock_time_label') self.__queue_clock_time_label = value @property def pace_of_rollp100(self) -> float: """The 100th-percentile of the pace of roll compared to previous quarters (over the last 5 years) at the same point in time, i.e. cross-sectional.""" return self.__pace_of_rollp100 @pace_of_rollp100.setter def pace_of_rollp100(self, value: float): self._property_changed('pace_of_rollp100') self.__pace_of_rollp100 = value @property def asset_classifications_gics_sub_industry(self) -> str: """GICS Sub Industry classification (level 4).""" return self.__asset_classifications_gics_sub_industry @asset_classifications_gics_sub_industry.setter def asset_classifications_gics_sub_industry(self, value: str): self._property_changed('asset_classifications_gics_sub_industry') self.__asset_classifications_gics_sub_industry = value @property def dew_point_hourly_forecast(self) -> float: """The hourly forecast value for dew point in Fahrenheit.""" return self.__dew_point_hourly_forecast @dew_point_hourly_forecast.setter def dew_point_hourly_forecast(self, value: float): self._property_changed('dew_point_hourly_forecast') self.__dew_point_hourly_forecast = value @property def location_type(self) -> str: """The type of location (of varying granularity), e.g. Nation, Region, etc.""" return self.__location_type @location_type.setter def location_type(self, value: str): self._property_changed('location_type') self.__location_type = value @property def facet_divisional_reporting_group_id(self) -> str: """FACET Divisional Reporting Group ID (DRG) most relevant to the Starting EMMA LE ID which contains all associated OE IDs.""" return self.__facet_divisional_reporting_group_id @facet_divisional_reporting_group_id.setter def facet_divisional_reporting_group_id(self, value: str): self._property_changed('facet_divisional_reporting_group_id') self.__facet_divisional_reporting_group_id = value @property def realized_twap_performance_usd(self) -> float: """Average execution price vs Consolidated TWAP since order inception ??? realized in $.""" return self.__realized_twap_performance_usd @realized_twap_performance_usd.setter def realized_twap_performance_usd(self, value: float): self._property_changed('realized_twap_performance_usd') self.__realized_twap_performance_usd = value @property def swap_rate(self) -> float: """ATM fixed rate for a benchmark tenor on a currency's fixed-floating swap curve.""" return self.__swap_rate @swap_rate.setter def swap_rate(self, value: float): self._property_changed('swap_rate') self.__swap_rate = value @property def algo_execution_style(self) -> str: """Algo execution style. Dictates how an algo order is being filled.""" return self.__algo_execution_style @algo_execution_style.setter def algo_execution_style(self, value: str): self._property_changed('algo_execution_style') self.__algo_execution_style = value @property def client_contact(self) -> str: """Name of client(s) requesting data.""" return self.__client_contact @client_contact.setter def client_contact(self, value: str): self._property_changed('client_contact') self.__client_contact = value @property def min_temperature_hour(self) -> float: """The forecast value of hour with minimum temperature in a day.""" return self.__min_temperature_hour @min_temperature_hour.setter def min_temperature_hour(self, value: float): self._property_changed('min_temperature_hour') self.__min_temperature_hour = value @property def trading_currency(self) -> str: """Execution currency.""" return self.__trading_currency @trading_currency.setter def trading_currency(self, value: str): self._property_changed('trading_currency') self.__trading_currency = value @property def total_by_onset(self) -> float: """Total number, by onset of infection, as opposed to confirmation. The date of onset is calculated as illness onset date if known. If not, an estimated illness onset date was calculated using specimen collection date.""" return self.__total_by_onset @total_by_onset.setter def total_by_onset(self, value: float): self._property_changed('total_by_onset') self.__total_by_onset = value @property def agency_swap_spread(self) -> float: """Agency swap spread.""" return self.__agency_swap_spread @agency_swap_spread.setter def agency_swap_spread(self, value: float): self._property_changed('agency_swap_spread') self.__agency_swap_spread = value @property def rank(self) -> float: """Rank to determine most relevant asset.""" return self.__rank @rank.setter def rank(self, value: float): self._property_changed('rank') self.__rank = value @property def mixed_swap_other_reported_sdr(self) -> str: """Indicates the other SDR to which a mixed swap is reported.""" return self.__mixed_swap_other_reported_sdr @mixed_swap_other_reported_sdr.setter def mixed_swap_other_reported_sdr(self, value: str): self._property_changed('mixed_swap_other_reported_sdr') self.__mixed_swap_other_reported_sdr = value @property def humidity(self) -> float: """The humidity forecast for given location.""" return self.__humidity @humidity.setter def humidity(self, value: float): self._property_changed('humidity') self.__humidity = value @property def data_set_category(self) -> str: """Top level grouping of dataset.""" return self.__data_set_category @data_set_category.setter def data_set_category(self, value: str): self._property_changed('data_set_category') self.__data_set_category = value @property def vwap_realized_bps(self) -> float: """Consolidated realised performance vs VWAP, in bps.""" return self.__vwap_realized_bps @vwap_realized_bps.setter def vwap_realized_bps(self, value: float): self._property_changed('vwap_realized_bps') self.__vwap_realized_bps = value @property def buy9bps(self) -> float: """The amount GS would buy for 9 bps charge.""" return self.__buy9bps @buy9bps.setter def buy9bps(self, value: float): self._property_changed('buy9bps') self.__buy9bps = value @property def total_tested(self) -> float: """Total number of tested cases.""" return self.__total_tested @total_tested.setter def total_tested(self, value: float): self._property_changed('total_tested') self.__total_tested = value @property def fatalities_confirmed(self) -> float: """Total number of confirmed fatalities.""" return self.__fatalities_confirmed @fatalities_confirmed.setter def fatalities_confirmed(self, value: float): self._property_changed('fatalities_confirmed') self.__fatalities_confirmed = value @property def universe_id1(self) -> str: """The risk model universe identifier value.""" return self.__universe_id1 @universe_id1.setter def universe_id1(self, value: str): self._property_changed('universe_id1') self.__universe_id1 = value @property def asset_parameters_payer_day_count_fraction(self) -> str: """Day Count Fraction""" return self.__asset_parameters_payer_day_count_fraction @asset_parameters_payer_day_count_fraction.setter def asset_parameters_payer_day_count_fraction(self, value: str): self._property_changed('asset_parameters_payer_day_count_fraction') self.__asset_parameters_payer_day_count_fraction = value @property def universe_id2(self) -> str: """The risk model universe identifier value.""" return self.__universe_id2 @universe_id2.setter def universe_id2(self, value: str): self._property_changed('universe_id2') self.__universe_id2 = value @property def bid_low(self) -> float: """Lowest Bid Price (price willing to buy).""" return self.__bid_low @bid_low.setter def bid_low(self, value: float): self._property_changed('bid_low') self.__bid_low = value @property def bucketize_price(self) -> float: """Aggregated price of power for given quantity bucket.""" return self.__bucketize_price @bucketize_price.setter def bucketize_price(self, value: float): self._property_changed('bucketize_price') self.__bucketize_price = value @property def fair_variance_volatility(self) -> float: """The strike in volatility terms, calculated as square root of fair variance.""" return self.__fair_variance_volatility @fair_variance_volatility.setter def fair_variance_volatility(self, value: float): self._property_changed('fair_variance_volatility') self.__fair_variance_volatility = value @property def covid19(self) -> float: """Total number of people affected by covid19 for agiven country.""" return self.__covid19 @covid19.setter def covid19(self, value: float): self._property_changed('covid19') self.__covid19 = value @property def client_exposure(self) -> float: """Exposure of client positions to the factor in percent of equity.""" return self.__client_exposure @client_exposure.setter def client_exposure(self, value: float): self._property_changed('client_exposure') self.__client_exposure = value @property def leg2_total_notional_unit(self) -> str: """Unit of reported notional price.""" return self.__leg2_total_notional_unit @leg2_total_notional_unit.setter def leg2_total_notional_unit(self, value: str): self._property_changed('leg2_total_notional_unit') self.__leg2_total_notional_unit = value @property def sell45cents(self) -> float: """The amount GS would sell for 45 cents charge.""" return self.__sell45cents @sell45cents.setter def sell45cents(self, value: float): self._property_changed('sell45cents') self.__sell45cents = value @property def gs_sustain_sub_sector(self) -> str: """GS SUSTAIN sector.""" return self.__gs_sustain_sub_sector @gs_sustain_sub_sector.setter def gs_sustain_sub_sector(self, value: str): self._property_changed('gs_sustain_sub_sector') self.__gs_sustain_sub_sector = value @property def sinkable(self) -> bool: """A bond that is protected by a fund (called a sinking fund) that sets aside money to ensure principal and interest payments are made by the issuer as promised.""" return self.__sinkable @sinkable.setter def sinkable(self, value: bool): self._property_changed('sinkable') self.__sinkable = value @property def is_real(self) -> bool: """Flag indicating whether the value is real or nominal.""" return self.__is_real @is_real.setter def is_real(self, value: bool): self._property_changed('is_real') self.__is_real = value @property def max_temperature_hour(self) -> float: """The forecast value of hour with max temperature in a day.""" return self.__max_temperature_hour @max_temperature_hour.setter def max_temperature_hour(self, value: float): self._property_changed('max_temperature_hour') self.__max_temperature_hour = value @property def leg2_averaging_method(self) -> str: """Averaging method of leg.""" return self.__leg2_averaging_method @leg2_averaging_method.setter def leg2_averaging_method(self, value: str): self._property_changed('leg2_averaging_method') self.__leg2_averaging_method = value @property def jsn(self) -> str: """Japan security number (subject to licensing).""" return self.__jsn @jsn.setter def jsn(self, value: str): self._property_changed('jsn') self.__jsn = value @property def sell160cents(self) -> float: """The amount GS would sell for 160 cents charge.""" return self.__sell160cents @sell160cents.setter def sell160cents(self, value: float): self._property_changed('sell160cents') self.__sell160cents = value @property def knock_in_direction(self) -> str: """The side of the knock-in price the market level must reach to trigger the knock in.""" return self.__knock_in_direction @knock_in_direction.setter def knock_in_direction(self, value: str): self._property_changed('knock_in_direction') self.__knock_in_direction = value @property def day_close_unrealized_usd(self) -> float: """Unrealized performance vs Close, in $.""" return self.__day_close_unrealized_usd @day_close_unrealized_usd.setter def day_close_unrealized_usd(self, value: float): self._property_changed('day_close_unrealized_usd') self.__day_close_unrealized_usd = value @property def tenor(self) -> str: """Tenor of instrument.""" return self.__tenor @tenor.setter def tenor(self, value: str): self._property_changed('tenor') self.__tenor = value @property def pricing_convention(self) -> str: """Pricing convention that is used.""" return self.__pricing_convention @pricing_convention.setter def pricing_convention(self, value: str): self._property_changed('pricing_convention') self.__pricing_convention = value @property def popularity(self) -> float: """Popularity of series.""" return self.__popularity @popularity.setter def popularity(self, value: float): self._property_changed('popularity') self.__popularity = value @property def floating_rate_option(self) -> str: """The underlying benchmark for the floating rate, e.g. USD-LIBOR-BBA, EUR-EURIBOR- TELERATE.""" return self.__floating_rate_option @floating_rate_option.setter def floating_rate_option(self, value: str): self._property_changed('floating_rate_option') self.__floating_rate_option = value @property def hedge_value_type(self) -> str: """The type of value for which is applied to value the hedge in the comparison.""" return self.__hedge_value_type @hedge_value_type.setter def hedge_value_type(self, value: str): self._property_changed('hedge_value_type') self.__hedge_value_type = value @property def asset_parameters_clearing_house(self) -> str: """Clearing house.""" return self.__asset_parameters_clearing_house @asset_parameters_clearing_house.setter def asset_parameters_clearing_house(self, value: str): self._property_changed('asset_parameters_clearing_house') self.__asset_parameters_clearing_house = value @property def disclaimer(self) -> str: """The legal disclaimer associated with the record.""" return self.__disclaimer @disclaimer.setter def disclaimer(self, value: str): self._property_changed('disclaimer') self.__disclaimer = value @property def payer_frequency(self) -> str: """Tenor""" return self.__payer_frequency @payer_frequency.setter def payer_frequency(self, value: str): self._property_changed('payer_frequency') self.__payer_frequency = value @property def loan_fee(self) -> float: """Fee charged for the loan of securities to a borrower in a securities lending agreement.""" return self.__loan_fee @loan_fee.setter def loan_fee(self, value: float): self._property_changed('loan_fee') self.__loan_fee = value @property def deployment_version(self) -> str: """Deployment version.""" return self.__deployment_version @deployment_version.setter def deployment_version(self, value: str): self._property_changed('deployment_version') self.__deployment_version = value @property def buy16bps(self) -> float: """The amount GS would buy for 16 bps charge.""" return self.__buy16bps @buy16bps.setter def buy16bps(self, value: float): self._property_changed('buy16bps') self.__buy16bps = value @property def trade_day_count(self) -> str: """The determination of how interest accrues over time for the SB swap.""" return self.__trade_day_count @trade_day_count.setter def trade_day_count(self, value: str): self._property_changed('trade_day_count') self.__trade_day_count = value @property def price_to_sales(self) -> float: """Price to sales.""" return self.__price_to_sales @price_to_sales.setter def price_to_sales(self, value: float): self._property_changed('price_to_sales') self.__price_to_sales = value @property def new_ideas_qtd(self) -> float: """Ideas received by clients Quarter to date.""" return self.__new_ideas_qtd @new_ideas_qtd.setter def new_ideas_qtd(self, value: float): self._property_changed('new_ideas_qtd') self.__new_ideas_qtd = value @property def subdivision_name(self) -> str: """Name of the region or subdivision.""" return self.__subdivision_name @subdivision_name.setter def subdivision_name(self, value: str): self._property_changed('subdivision_name') self.__subdivision_name = value @property def adjusted_ask_price(self) -> float: """Latest Ask Price (price offering to sell) adjusted for corporate actions.""" return self.__adjusted_ask_price @adjusted_ask_price.setter def adjusted_ask_price(self, value: float): self._property_changed('adjusted_ask_price') self.__adjusted_ask_price = value @property def factor_universe(self) -> str: """Factor universe.""" return self.__factor_universe @factor_universe.setter def factor_universe(self, value: str): self._property_changed('factor_universe') self.__factor_universe = value @property def arrival_rt(self) -> float: """Arrival Realtime.""" return self.__arrival_rt @arrival_rt.setter def arrival_rt(self, value: float): self._property_changed('arrival_rt') self.__arrival_rt = value @property def internal_index_calc_agent(self) -> bool: """Calculation agent of the index.""" return self.__internal_index_calc_agent @internal_index_calc_agent.setter def internal_index_calc_agent(self, value: bool): self._property_changed('internal_index_calc_agent') self.__internal_index_calc_agent = value @property def excess_margin_value(self) -> float: """Available credit value.""" return self.__excess_margin_value @excess_margin_value.setter def excess_margin_value(self, value: float): self._property_changed('excess_margin_value') self.__excess_margin_value = value @property def transaction_cost(self) -> float: """Transaction cost.""" return self.__transaction_cost @transaction_cost.setter def transaction_cost(self, value: float): self._property_changed('transaction_cost') self.__transaction_cost = value @property def central_bank_swap_rate(self) -> float: """Returns the OIS swap rate for a swap structured between consecutive meeting dates.""" return self.__central_bank_swap_rate @central_bank_swap_rate.setter def central_bank_swap_rate(self, value: float): self._property_changed('central_bank_swap_rate') self.__central_bank_swap_rate = value @property def previous_new_confirmed(self) -> float: """The previous day's number of new confirmed cases.""" return self.__previous_new_confirmed @previous_new_confirmed.setter def previous_new_confirmed(self, value: float): self._property_changed('previous_new_confirmed') self.__previous_new_confirmed = value @property def unrealized_vwap_performance_bps(self) -> float: """Average execution price vs Consolidated VWAP (in limit) since order inception ??? unrealized.""" return self.__unrealized_vwap_performance_bps @unrealized_vwap_performance_bps.setter def unrealized_vwap_performance_bps(self, value: float): self._property_changed('unrealized_vwap_performance_bps') self.__unrealized_vwap_performance_bps = value @property def degree_days_daily_forecast(self) -> float: """The forecast value for degree days in Fahrenheit.""" return self.__degree_days_daily_forecast @degree_days_daily_forecast.setter def degree_days_daily_forecast(self, value: float): self._property_changed('degree_days_daily_forecast') self.__degree_days_daily_forecast = value @property def position_amount(self) -> float: """Corporate actions amount * shares.""" return self.__position_amount @position_amount.setter def position_amount(self, value: float): self._property_changed('position_amount') self.__position_amount = value @property def heat_index_hourly_forecast(self) -> float: """The hourly forecast value for heat index in Fahrenheit.""" return self.__heat_index_hourly_forecast @heat_index_hourly_forecast.setter def heat_index_hourly_forecast(self, value: float): self._property_changed('heat_index_hourly_forecast') self.__heat_index_hourly_forecast = value @property def ma_rank(self) -> float: """M&A Rank, which may take on the following values: 1 represents high (at least 30%, but less than 50%) probability of the company becoming an acquisition target, 2 represents medium (at least 15%, but less than 30%) probability and 3 represents low (less than 15%) probability.""" return self.__ma_rank @ma_rank.setter def ma_rank(self, value: float): self._property_changed('ma_rank') self.__ma_rank = value @property def fx_positioning_source(self) -> str: """Source of positioning data in the FX market.""" return self.__fx_positioning_source @fx_positioning_source.setter def fx_positioning_source(self, value: str): self._property_changed('fx_positioning_source') self.__fx_positioning_source = value @property def event_start_date_time(self) -> datetime.datetime: """The start time of the event if the event occurs during a time window and the event has a specific start time, using UTC convention (optional).""" return self.__event_start_date_time @event_start_date_time.setter def event_start_date_time(self, value: datetime.datetime): self._property_changed('event_start_date_time') self.__event_start_date_time = value @property def implied_volatility_by_delta_strike(self) -> float: """Volatility of an asset implied by observations of market prices.""" return self.__implied_volatility_by_delta_strike @implied_volatility_by_delta_strike.setter def implied_volatility_by_delta_strike(self, value: float): self._property_changed('implied_volatility_by_delta_strike') self.__implied_volatility_by_delta_strike = value @property def mq_symbol(self) -> str: """Goldman Sachs Marquee Symbol applied to entities such as Backtester.""" return self.__mq_symbol @mq_symbol.setter def mq_symbol(self, value: str): self._property_changed('mq_symbol') self.__mq_symbol = value @property def num_total_units(self) -> float: """Total Units.""" return self.__num_total_units @num_total_units.setter def num_total_units(self, value: float): self._property_changed('num_total_units') self.__num_total_units = value @property def corporate_action(self) -> bool: """Whether or not it is a corporate action.""" return self.__corporate_action @corporate_action.setter def corporate_action(self, value: bool): self._property_changed('corporate_action') self.__corporate_action = value @property def leg1_price_type(self) -> str: """Price denomination and unit of leg 1.""" return self.__leg1_price_type @leg1_price_type.setter def leg1_price_type(self, value: str): self._property_changed('leg1_price_type') self.__leg1_price_type = value @property def asset_parameters_payer_rate_option(self) -> str: """The underlying benchmark for the payer, e.g. USD-LIBOR-BBA, EUR-EURIBOR- TELERATE.""" return self.__asset_parameters_payer_rate_option @asset_parameters_payer_rate_option.setter def asset_parameters_payer_rate_option(self, value: str): self._property_changed('asset_parameters_payer_rate_option') self.__asset_parameters_payer_rate_option = value @property def sell20cents(self) -> float: """The amount GS would sell for 20 cents charge.""" return self.__sell20cents @sell20cents.setter def sell20cents(self, value: float): self._property_changed('sell20cents') self.__sell20cents = value @property def leg2_fixed_payment_currency(self) -> str: """If fixed payment leg, the unit of fixed payment.""" return self.__leg2_fixed_payment_currency @leg2_fixed_payment_currency.setter def leg2_fixed_payment_currency(self, value: str): self._property_changed('leg2_fixed_payment_currency') self.__leg2_fixed_payment_currency = value @property def g_regional_score(self) -> float: """A company's score for G metrics within its region.""" return self.__g_regional_score @g_regional_score.setter def g_regional_score(self, value: float): self._property_changed('g_regional_score') self.__g_regional_score = value @property def hard_to_borrow(self) -> bool: """Whether or not an asset is hard to borrow.""" return self.__hard_to_borrow @hard_to_borrow.setter def hard_to_borrow(self, value: bool): self._property_changed('hard_to_borrow') self.__hard_to_borrow = value @property def sell5bps(self) -> float: """The amount GS would sell for 5 bps charge.""" return self.__sell5bps @sell5bps.setter def sell5bps(self, value: float): self._property_changed('sell5bps') self.__sell5bps = value @property def roll_vwap(self) -> float: """Calendar spread vwap.""" return self.__roll_vwap @roll_vwap.setter def roll_vwap(self, value: float): self._property_changed('roll_vwap') self.__roll_vwap = value @property def wpk(self) -> str: """Wertpapierkennnummer (WKN, WPKN, Wert), German security identifier code (subject to licensing).""" return self.__wpk @wpk.setter def wpk(self, value: str): self._property_changed('wpk') self.__wpk = value @property def bespoke_swap(self) -> str: """Indication if the trade is bespoke.""" return self.__bespoke_swap @bespoke_swap.setter def bespoke_swap(self, value: str): self._property_changed('bespoke_swap') self.__bespoke_swap = value @property def asset_parameters_expiration_date(self) -> str: """Relative expiration date.""" return self.__asset_parameters_expiration_date @asset_parameters_expiration_date.setter def asset_parameters_expiration_date(self, value: str): self._property_changed('asset_parameters_expiration_date') self.__asset_parameters_expiration_date = value @property def country_name(self) -> str: """Country name for which FCI is calculated.""" return self.__country_name @country_name.setter def country_name(self, value: str): self._property_changed('country_name') self.__country_name = value @property def carry(self) -> float: """Carry.""" return self.__carry @carry.setter def carry(self, value: float): self._property_changed('carry') self.__carry = value @property def starting_date(self) -> str: """Start date of the period the valuation refers to.""" return self.__starting_date @starting_date.setter def starting_date(self, value: str): self._property_changed('starting_date') self.__starting_date = value @property def loan_id(self) -> str: """Loan reference for a securities lending loan.""" return self.__loan_id @loan_id.setter def loan_id(self, value: str): self._property_changed('loan_id') self.__loan_id = value @property def onboarded(self) -> bool: """Whether or not social domain has been onboarded.""" return self.__onboarded @onboarded.setter def onboarded(self, value: bool): self._property_changed('onboarded') self.__onboarded = value @property def liquidity_score(self) -> float: """Liquidity conditions in the aggregate market, calculated as the average of touch liquidity score, touch spread score, and depth spread score.""" return self.__liquidity_score @liquidity_score.setter def liquidity_score(self, value: float): self._property_changed('liquidity_score') self.__liquidity_score = value @property def long_rates_contribution(self) -> float: """Contribution of long rate component to FCI.""" return self.__long_rates_contribution @long_rates_contribution.setter def long_rates_contribution(self, value: float): self._property_changed('long_rates_contribution') self.__long_rates_contribution = value @property def source_date_span(self) -> float: """Date span for event in days.""" return self.__source_date_span @source_date_span.setter def source_date_span(self, value: float): self._property_changed('source_date_span') self.__source_date_span = value @property def ann_yield6_month(self) -> float: """Calculates the total return for 6 months, representing past performance.""" return self.__ann_yield6_month @ann_yield6_month.setter def ann_yield6_month(self, value: float): self._property_changed('ann_yield6_month') self.__ann_yield6_month = value @property def underlying_data_set_id(self) -> str: """Dataset on which this (virtual) dataset is based.""" return self.__underlying_data_set_id @underlying_data_set_id.setter def underlying_data_set_id(self, value: str): self._property_changed('underlying_data_set_id') self.__underlying_data_set_id = value @property def close_unadjusted(self) -> float: """Unadjusted Close level of an asset based on official exchange fixing or calculation agent marked level.""" return self.__close_unadjusted @close_unadjusted.setter def close_unadjusted(self, value: float): self._property_changed('close_unadjusted') self.__close_unadjusted = value @property def value_unit(self) -> str: """Value unit.""" return self.__value_unit @value_unit.setter def value_unit(self, value: str): self._property_changed('value_unit') self.__value_unit = value @property def quantity_unit(self) -> str: """Unit of measure for trade quantity.""" return self.__quantity_unit @quantity_unit.setter def quantity_unit(self, value: str): self._property_changed('quantity_unit') self.__quantity_unit = value @property def adjusted_low_price(self) -> float: """Adjusted low level of an asset based on official exchange fixing or calculation agent marked level.""" return self.__adjusted_low_price @adjusted_low_price.setter def adjusted_low_price(self, value: float): self._property_changed('adjusted_low_price') self.__adjusted_low_price = value @property def is_momentum(self) -> bool: """Flag indicating whether the value is a momentum value or not.""" return self.__is_momentum @is_momentum.setter def is_momentum(self, value: bool): self._property_changed('is_momentum') self.__is_momentum = value @property def long_conviction_large(self) -> float: """The count of long ideas with large conviction.""" return self.__long_conviction_large @long_conviction_large.setter def long_conviction_large(self, value: float): self._property_changed('long_conviction_large') self.__long_conviction_large = value @property def oad(self) -> float: """Option-adjusted duration.""" return self.__oad @oad.setter def oad(self, value: float): self._property_changed('oad') self.__oad = value @property def rate(self) -> float: """Rate of the asset for the time period in percent.""" return self.__rate @rate.setter def rate(self, value: float): self._property_changed('rate') self.__rate = value @property def coupon_type(self) -> str: """The coupon type of the bond.""" return self.__coupon_type @coupon_type.setter def coupon_type(self, value: str): self._property_changed('coupon_type') self.__coupon_type = value @property def client(self) -> str: """Entity name.""" return self.__client @client.setter def client(self, value: str): self._property_changed('client') self.__client = value @property def conviction_list(self) -> bool: """Conviction List, which is true if the security is on the Conviction Buy List or false otherwise. Securities with a convictionList value equal to true are by definition a subset of the securities with a rating equal to Buy.""" return self.__conviction_list @conviction_list.setter def conviction_list(self, value: bool): self._property_changed('conviction_list') self.__conviction_list = value @property def passive_etf_ratio(self) -> float: """Ratio of passive ETF ownership, i.e the proportion of a company's marketcap that is held by passive ETFs. Normalised between -3 (low level) and +3 (high level).""" return self.__passive_etf_ratio @passive_etf_ratio.setter def passive_etf_ratio(self, value: float): self._property_changed('passive_etf_ratio') self.__passive_etf_ratio = value @property def future_month_g26(self) -> float: """Commods future month code.""" return self.__future_month_g26 @future_month_g26.setter def future_month_g26(self, value: float): self._property_changed('future_month_g26') self.__future_month_g26 = value @property def future_month_g25(self) -> float: """Commods future month code.""" return self.__future_month_g25 @future_month_g25.setter def future_month_g25(self, value: float): self._property_changed('future_month_g25') self.__future_month_g25 = value @property def future_month_g24(self) -> float: """Commods future month code.""" return self.__future_month_g24 @future_month_g24.setter def future_month_g24(self, value: float): self._property_changed('future_month_g24') self.__future_month_g24 = value @property def future_month_g23(self) -> float: """Commods future month code.""" return self.__future_month_g23 @future_month_g23.setter def future_month_g23(self, value: float): self._property_changed('future_month_g23') self.__future_month_g23 = value @property def type_of_return(self) -> str: """The type of return for the commodity index. Only applicable for commodity indices.""" return self.__type_of_return @type_of_return.setter def type_of_return(self, value: str): self._property_changed('type_of_return') self.__type_of_return = value @property def future_month_g22(self) -> float: """Commods future month code.""" return self.__future_month_g22 @future_month_g22.setter def future_month_g22(self, value: float): self._property_changed('future_month_g22') self.__future_month_g22 = value @property def servicing_cost_long_pnl(self) -> float: """Servicing Cost Long Profit and Loss.""" return self.__servicing_cost_long_pnl @servicing_cost_long_pnl.setter def servicing_cost_long_pnl(self, value: float): self._property_changed('servicing_cost_long_pnl') self.__servicing_cost_long_pnl = value @property def excess_margin_percentage(self) -> float: """Available credit percentage.""" return self.__excess_margin_percentage @excess_margin_percentage.setter def excess_margin_percentage(self, value: float): self._property_changed('excess_margin_percentage') self.__excess_margin_percentage = value @property def future_month_g21(self) -> float: """Commods future month code.""" return self.__future_month_g21 @future_month_g21.setter def future_month_g21(self, value: float): self._property_changed('future_month_g21') self.__future_month_g21 = value @property def total_mild(self) -> float: """Total number of active cases with mild symptoms.""" return self.__total_mild @total_mild.setter def total_mild(self, value: float): self._property_changed('total_mild') self.__total_mild = value @property def realized_arrival_performance_bps(self) -> float: """Average execution price vs Consolidated Arrival (in limit) since order inception ??? realized.""" return self.__realized_arrival_performance_bps @realized_arrival_performance_bps.setter def realized_arrival_performance_bps(self, value: float): self._property_changed('realized_arrival_performance_bps') self.__realized_arrival_performance_bps = value @property def precipitation_daily_forecast_inches(self) -> float: """The forecast value for precipitation in Inch.""" return self.__precipitation_daily_forecast_inches @precipitation_daily_forecast_inches.setter def precipitation_daily_forecast_inches(self, value: float): self._property_changed('precipitation_daily_forecast_inches') self.__precipitation_daily_forecast_inches = value @property def exchange_id(self) -> str: """Unique identifier for an exchange.""" return self.__exchange_id @exchange_id.setter def exchange_id(self, value: str): self._property_changed('exchange_id') self.__exchange_id = value @property def leg2_fixed_payment(self) -> float: """If fixed payment leg, the fixed payment amount, which is price*number of contracts bought*contract unit.""" return self.__leg2_fixed_payment @leg2_fixed_payment.setter def leg2_fixed_payment(self, value: float): self._property_changed('leg2_fixed_payment') self.__leg2_fixed_payment = value @property def tcm_cost_horizon20_day(self) -> float: """TCM cost with a 20 day time horizon.""" return self.__tcm_cost_horizon20_day @tcm_cost_horizon20_day.setter def tcm_cost_horizon20_day(self, value: float): self._property_changed('tcm_cost_horizon20_day') self.__tcm_cost_horizon20_day = value @property def realm(self) -> str: """Realm.""" return self.__realm @realm.setter def realm(self, value: str): self._property_changed('realm') self.__realm = value @property def bid(self) -> float: """Latest Bid Price (price willing to buy).""" return self.__bid @bid.setter def bid(self, value: float): self._property_changed('bid') self.__bid = value @property def hedge_value(self) -> float: return self.__hedge_value @hedge_value.setter def hedge_value(self, value: float): self._property_changed('hedge_value') self.__hedge_value = value @property def order_start_time(self) -> datetime.datetime: """Order start time.""" return self.__order_start_time @order_start_time.setter def order_start_time(self, value: datetime.datetime): self._property_changed('order_start_time') self.__order_start_time = value @property def is_aggressive(self) -> float: """Indicates if the fill was aggressive or passive.""" return self.__is_aggressive @is_aggressive.setter def is_aggressive(self, value: float): self._property_changed('is_aggressive') self.__is_aggressive = value @property def floating_rate_designated_maturity(self) -> str: """Tenor""" return self.__floating_rate_designated_maturity @floating_rate_designated_maturity.setter def floating_rate_designated_maturity(self, value: str): self._property_changed('floating_rate_designated_maturity') self.__floating_rate_designated_maturity = value @property def percentage_near_executed_quantity(self) -> float: """Percentage of total order filled at passive touch.""" return self.__percentage_near_executed_quantity @percentage_near_executed_quantity.setter def percentage_near_executed_quantity(self, value: float): self._property_changed('percentage_near_executed_quantity') self.__percentage_near_executed_quantity = value @property def order_id(self) -> str: """The unique ID of the order.""" return self.__order_id @order_id.setter def order_id(self, value: str): self._property_changed('order_id') self.__order_id = value @property def hospital_type(self) -> str: """Categorical type of hospital as defined by the last four digits of the hospital???s Medicare Provider Number, ie. Critical Access Hospital, Short Term Acute Care Hospital, etc.""" return self.__hospital_type @hospital_type.setter def hospital_type(self, value: str): self._property_changed('hospital_type') self.__hospital_type = value @property def day_close_realized_bps(self) -> float: """Realised performance vs Previous Close, in bps.""" return self.__day_close_realized_bps @day_close_realized_bps.setter def day_close_realized_bps(self, value: float): self._property_changed('day_close_realized_bps') self.__day_close_realized_bps = value @property def precipitation_hourly_forecast(self) -> float: """The hourly forecast value for precipitation in Inch.""" return self.__precipitation_hourly_forecast @precipitation_hourly_forecast.setter def precipitation_hourly_forecast(self, value: float): self._property_changed('precipitation_hourly_forecast') self.__precipitation_hourly_forecast = value @property def market_cap_usd(self) -> float: """Market capitalization of a given asset denominated in USD.""" return self.__market_cap_usd @market_cap_usd.setter def market_cap_usd(self, value: float): self._property_changed('market_cap_usd') self.__market_cap_usd = value @property def auction_fills_percentage(self) -> float: """Percent of total order filled in auction.""" return self.__auction_fills_percentage @auction_fills_percentage.setter def auction_fills_percentage(self, value: float): self._property_changed('auction_fills_percentage') self.__auction_fills_percentage = value @property def high_price(self) -> float: """High level of an asset based on official exchange fixing or calculation agent marked level.""" return self.__high_price @high_price.setter def high_price(self, value: float): self._property_changed('high_price') self.__high_price = value @property def absolute_shares(self) -> float: """The number of shares without adjusting for side.""" return self.__absolute_shares @absolute_shares.setter def absolute_shares(self, value: float): self._property_changed('absolute_shares') self.__absolute_shares = value @property def fixed_rate_day_count_fraction(self) -> str: """Day Count Fraction""" return self.__fixed_rate_day_count_fraction @fixed_rate_day_count_fraction.setter def fixed_rate_day_count_fraction(self, value: str): self._property_changed('fixed_rate_day_count_fraction') self.__fixed_rate_day_count_fraction = value @property def model(self) -> str: """Model.""" return self.__model @model.setter def model(self, value: str): self._property_changed('model') self.__model = value @property def unrealized_twap_performance_usd(self) -> float: """Average execution price vs Consolidated TWAP since order inception ??? unrealized in $.""" return self.__unrealized_twap_performance_usd @unrealized_twap_performance_usd.setter def unrealized_twap_performance_usd(self, value: float): self._property_changed('unrealized_twap_performance_usd') self.__unrealized_twap_performance_usd = value @property def id(self) -> str: """Marquee unique identifier""" return self.__id @id.setter def id(self, value: str): self._property_changed('id') self.__id = value @property def maturity(self) -> str: """Maturity of the instrument.""" return self.__maturity @maturity.setter def maturity(self, value: str): self._property_changed('maturity') self.__maturity = value @property def delta_change(self) -> str: """PadMaster delta changes.""" return self.__delta_change @delta_change.setter def delta_change(self, value: str): self._property_changed('delta_change') self.__delta_change = value @property def index(self) -> float: """Mid point or volume weighted average of all transactions.""" return self.__index @index.setter def index(self, value: float): self._property_changed('index') self.__index = value @property def unrealized_arrival_performance_usd(self) -> float: """Average execution price vs Consolidated Arrival (in limit) since order inception ??? unrealized in $.""" return self.__unrealized_arrival_performance_usd @unrealized_arrival_performance_usd.setter def unrealized_arrival_performance_usd(self, value: float): self._property_changed('unrealized_arrival_performance_usd') self.__unrealized_arrival_performance_usd = value @property def iceberg_slippage(self) -> float: """Iceberg slippage represented as pips.""" return self.__iceberg_slippage @iceberg_slippage.setter def iceberg_slippage(self, value: float): self._property_changed('iceberg_slippage') self.__iceberg_slippage = value @property def sell120cents(self) -> float: """The amount GS would sell for 120 cents charge.""" return self.__sell120cents @sell120cents.setter def sell120cents(self, value: float): self._property_changed('sell120cents') self.__sell120cents = value @property def future_month_x26(self) -> float: """Commods future month code.""" return self.__future_month_x26 @future_month_x26.setter def future_month_x26(self, value: float): self._property_changed('future_month_x26') self.__future_month_x26 = value @property def asset_types(self) -> Tuple[Tuple[Union[AssetType, str], ...], ...]: """Asset Types supported.""" return self.__asset_types @asset_types.setter def asset_types(self, value: Tuple[Tuple[Union[AssetType, str], ...], ...]): self._property_changed('asset_types') self.__asset_types = value @property def future_month_x25(self) -> float: """Commods future month code.""" return self.__future_month_x25 @future_month_x25.setter def future_month_x25(self, value: float): self._property_changed('future_month_x25') self.__future_month_x25 = value @property def bcid(self) -> str: """Bloomberg composite identifier (ticker and country code).""" return self.__bcid @bcid.setter def bcid(self, value: str): self._property_changed('bcid') self.__bcid = value @property def mkt_point(self) -> Tuple[Tuple[str, ...], ...]: """The MDAPI Point (e.g. 3m, 10y, 11y, Dec19).""" return self.__mkt_point @mkt_point.setter def mkt_point(self, value: Tuple[Tuple[str, ...], ...]): self._property_changed('mkt_point') self.__mkt_point = value @property def future_month_x24(self) -> float: """Commods future month code.""" return self.__future_month_x24 @future_month_x24.setter def future_month_x24(self, value: float): self._property_changed('future_month_x24') self.__future_month_x24 = value @property def restriction_start_date(self) -> datetime.date: """The date at which the security restriction was enacted.""" return self.__restriction_start_date @restriction_start_date.setter def restriction_start_date(self, value: datetime.date): self._property_changed('restriction_start_date') self.__restriction_start_date = value @property def touch_liquidity_score(self) -> float: """Z-score of the amount available to trade at the top of the aggregated order book.""" return self.__touch_liquidity_score @touch_liquidity_score.setter def touch_liquidity_score(self, value: float): self._property_changed('touch_liquidity_score') self.__touch_liquidity_score = value @property def future_month_x23(self) -> float: """Commods future month code.""" return self.__future_month_x23 @future_month_x23.setter def future_month_x23(self, value: float): self._property_changed('future_month_x23') self.__future_month_x23 = value @property def future_month_x22(self) -> float: """Commods future month code.""" return self.__future_month_x22 @future_month_x22.setter def future_month_x22(self, value: float): self._property_changed('future_month_x22') self.__future_month_x22 = value @property def factor_category_id(self) -> str: """Id for Factor Categories. Note that 'CUR' should be used to represent the currency category. Must match regex pattern ^[a-zA-Z0-9]{0,20}$.""" return self.__factor_category_id @factor_category_id.setter def factor_category_id(self, value: str): self._property_changed('factor_category_id') self.__factor_category_id = value @property def security_type_id(self) -> str: """PadMaster unique security type identifier.""" return self.__security_type_id @security_type_id.setter def security_type_id(self, value: str): self._property_changed('security_type_id') self.__security_type_id = value @property def future_month_x21(self) -> float: """Commods future month code.""" return self.__future_month_x21 @future_month_x21.setter def future_month_x21(self, value: float): self._property_changed('future_month_x21') self.__future_month_x21 = value @property def investment_ytd(self) -> float: """Total net investment Year to date.""" return self.__investment_ytd @investment_ytd.setter def investment_ytd(self, value: float): self._property_changed('investment_ytd') self.__investment_ytd = value @property def leg2_notional(self) -> float: """The total Notional amount or quantity of units of the leg 2 underlying asset.""" return self.__leg2_notional @leg2_notional.setter def leg2_notional(self, value: float): self._property_changed('leg2_notional') self.__leg2_notional = value @property def sell1bps(self) -> float: """The amount GS would sell for 1 bps charge.""" return self.__sell1bps @sell1bps.setter def sell1bps(self, value: float): self._property_changed('sell1bps') self.__sell1bps = value @property def sell200cents(self) -> float: """The amount GS would sell for 200 cents charge.""" return self.__sell200cents @sell200cents.setter def sell200cents(self, value: float): self._property_changed('sell200cents') self.__sell200cents = value @property def expected_completion_date(self) -> str: """Expected day of acquisition completion.""" return self.__expected_completion_date @expected_completion_date.setter def expected_completion_date(self, value: str): self._property_changed('expected_completion_date') self.__expected_completion_date = value @property def spread_option_vol(self) -> float: """Historical implied normal volatility for a liquid point on spread option vol surface.""" return self.__spread_option_vol @spread_option_vol.setter def spread_option_vol(self, value: float): self._property_changed('spread_option_vol') self.__spread_option_vol = value @property def sell80cents(self) -> float: """The amount GS would sell for 80 cents charge.""" return self.__sell80cents @sell80cents.setter def sell80cents(self, value: float): self._property_changed('sell80cents') self.__sell80cents = value @property def inflation_swap_rate(self) -> float: """Zero coupon inflation swap break-even rate for a given currency.""" return self.__inflation_swap_rate @inflation_swap_rate.setter def inflation_swap_rate(self, value: float): self._property_changed('inflation_swap_rate') self.__inflation_swap_rate = value @property def active_queries(self) -> float: """Active Queries.""" return self.__active_queries @active_queries.setter def active_queries(self, value: float): self._property_changed('active_queries') self.__active_queries = value @property def sell45bps(self) -> float: """The amount GS would sell for 45 bps charge.""" return self.__sell45bps @sell45bps.setter def sell45bps(self, value: float): self._property_changed('sell45bps') self.__sell45bps = value @property def embeded_option(self) -> str: """An indication of whether or not the option fields are for an embedded option.""" return self.__embeded_option @embeded_option.setter def embeded_option(self, value: str): self._property_changed('embeded_option') self.__embeded_option = value @property def event_source(self) -> str: """Equals GS if the event is sourced from Goldman Sachs Global Investment Research analysts. Equals TR if the event is sourced from Refinitive StreetEvents.""" return self.__event_source @event_source.setter def event_source(self, value: str): self._property_changed('event_source') self.__event_source = value @property def qis_perm_no(self) -> str: """QIS Permanent Security Number.""" return self.__qis_perm_no @qis_perm_no.setter def qis_perm_no(self, value: str): self._property_changed('qis_perm_no') self.__qis_perm_no = value @property def settlement(self) -> str: """Swap Settlement Type""" return self.__settlement @settlement.setter def settlement(self, value: str): self._property_changed('settlement') self.__settlement = value @property def shareclass_id(self) -> str: """Identifies shareclass with a unique code.""" return self.__shareclass_id @shareclass_id.setter def shareclass_id(self, value: str): self._property_changed('shareclass_id') self.__shareclass_id = value @property def feature2(self) -> str: """Second metrics feature.""" return self.__feature2 @feature2.setter def feature2(self, value: str): self._property_changed('feature2') self.__feature2 = value @property def feature3(self) -> str: """Third metrics feature.""" return self.__feature3 @feature3.setter def feature3(self, value: str): self._property_changed('feature3') self.__feature3 = value @property def sts_commodity_sector(self) -> str: """Commodity sector for STS assets.""" return self.__sts_commodity_sector @sts_commodity_sector.setter def sts_commodity_sector(self, value: str): self._property_changed('sts_commodity_sector') self.__sts_commodity_sector = value @property def exception_status(self) -> str: """The violation status for this particular line item.""" return self.__exception_status @exception_status.setter def exception_status(self, value: str): self._property_changed('exception_status') self.__exception_status = value @property def overnight_news_intensity(self) -> float: """A measure of the intensity/extent of media attention to each stock compared with other stocks in the index. It is based on the number of overnight news articles that are highly relevant for each stock. Overnight is between previous day???s close and current day???s open.""" return self.__overnight_news_intensity @overnight_news_intensity.setter def overnight_news_intensity(self, value: float): self._property_changed('overnight_news_intensity') self.__overnight_news_intensity = value @property def sales_coverage(self) -> str: """Primary or secondary sales coverage.""" return self.__sales_coverage @sales_coverage.setter def sales_coverage(self, value: str): self._property_changed('sales_coverage') self.__sales_coverage = value @property def feature1(self) -> str: """First metrics feature.""" return self.__feature1 @feature1.setter def feature1(self, value: str): self._property_changed('feature1') self.__feature1 = value @property def tcm_cost_participation_rate10_pct(self) -> float: """TCM cost with a 10 percent participation rate.""" return self.__tcm_cost_participation_rate10_pct @tcm_cost_participation_rate10_pct.setter def tcm_cost_participation_rate10_pct(self, value: float): self._property_changed('tcm_cost_participation_rate10_pct') self.__tcm_cost_participation_rate10_pct = value @property def event_time(self) -> str: """The time of the event if the event has a specific time or the end time of the event if the event occurs during a time window (optional). It is represented in HH:MM 24 hour format in the time zone of the exchange where the company is listed.""" return self.__event_time @event_time.setter def event_time(self, value: str): self._property_changed('event_time') self.__event_time = value @property def position_source_name(self) -> str: """Position source name for quick access.""" return self.__position_source_name @position_source_name.setter def position_source_name(self, value: str): self._property_changed('position_source_name') self.__position_source_name = value @property def delivery_date(self) -> datetime.date: """The final date by which the underlying commodity for a futures contract must be delivered in order for the terms of the contract to be fulfilled.""" return self.__delivery_date @delivery_date.setter def delivery_date(self, value: datetime.date): self._property_changed('delivery_date') self.__delivery_date = value @property def interest_rate(self) -> float: """Interest rate.""" return self.__interest_rate @interest_rate.setter def interest_rate(self, value: float): self._property_changed('interest_rate') self.__interest_rate = value @property def side(self) -> str: """Long or short.""" return self.__side @side.setter def side(self, value: str): self._property_changed('side') self.__side = value @property def dynamic_hybrid_aggressive_style(self) -> str: """Aggressive style of a Dynamic Hybrid order.""" return self.__dynamic_hybrid_aggressive_style @dynamic_hybrid_aggressive_style.setter def dynamic_hybrid_aggressive_style(self, value: str): self._property_changed('dynamic_hybrid_aggressive_style') self.__dynamic_hybrid_aggressive_style = value @property def compliance_restricted_status(self) -> str: """Restricted status as set by compliance.""" return self.__compliance_restricted_status @compliance_restricted_status.setter def compliance_restricted_status(self, value: str): self._property_changed('compliance_restricted_status') self.__compliance_restricted_status = value @property def borrow_fee(self) -> float: """An indication of the rate one would be charged for borrowing/shorting the relevant asset on that day, expressed in annualized percent terms. Rates may change daily.""" return self.__borrow_fee @borrow_fee.setter def borrow_fee(self, value: float): self._property_changed('borrow_fee') self.__borrow_fee = value @property def ever_icu(self) -> float: """Total number of patients ever in intensive care for COVID.""" return self.__ever_icu @ever_icu.setter def ever_icu(self, value: float): self._property_changed('ever_icu') self.__ever_icu = value @property def no_worse_than_level(self) -> float: """Prevents execution if the market level is worse than the specified level.""" return self.__no_worse_than_level @no_worse_than_level.setter def no_worse_than_level(self, value: float): self._property_changed('no_worse_than_level') self.__no_worse_than_level = value @property def update_time(self) -> datetime.datetime: """Update time of the data element, which allows historical as-of query.""" return self.__update_time @update_time.setter def update_time(self, value: datetime.datetime): self._property_changed('update_time') self.__update_time = value @property def loan_spread(self) -> float: """The difference between the investment rate on cash collateral and the rebate rate of a loan.""" return self.__loan_spread @loan_spread.setter def loan_spread(self, value: float): self._property_changed('loan_spread') self.__loan_spread = value @property def tcm_cost_horizon12_hour(self) -> float: """TCM cost with a 12 hour time horizon.""" return self.__tcm_cost_horizon12_hour @tcm_cost_horizon12_hour.setter def tcm_cost_horizon12_hour(self, value: float): self._property_changed('tcm_cost_horizon12_hour') self.__tcm_cost_horizon12_hour = value @property def dew_point(self) -> float: """Temperature in fahrenheit below which water condenses.""" return self.__dew_point @dew_point.setter def dew_point(self, value: float): self._property_changed('dew_point') self.__dew_point = value @property def research_commission(self) -> float: """The dollar amount of commissions received from clients.""" return self.__research_commission @research_commission.setter def research_commission(self, value: float): self._property_changed('research_commission') self.__research_commission = value @property def buy2bps(self) -> float: """The amount GS would buy for 2 bps charge.""" return self.__buy2bps @buy2bps.setter def buy2bps(self, value: float): self._property_changed('buy2bps') self.__buy2bps = value @property def asset_classifications_risk_country_code(self) -> str: """Risk Country code (ISO 3166).""" return self.__asset_classifications_risk_country_code @asset_classifications_risk_country_code.setter def asset_classifications_risk_country_code(self, value: str): self._property_changed('asset_classifications_risk_country_code') self.__asset_classifications_risk_country_code = value @property def new_ideas_mtd(self) -> float: """Ideas received by clients Month to date.""" return self.__new_ideas_mtd @new_ideas_mtd.setter def new_ideas_mtd(self, value: float): self._property_changed('new_ideas_mtd') self.__new_ideas_mtd = value @property def var_swap_by_expiry(self) -> float: """Strike such that the price of an uncapped variance swap on the underlying index is zero at inception.""" return self.__var_swap_by_expiry @var_swap_by_expiry.setter def var_swap_by_expiry(self, value: float): self._property_changed('var_swap_by_expiry') self.__var_swap_by_expiry = value @property def sell_date(self) -> datetime.date: """Sell date of the securities triggering the stock loan recall activity.""" return self.__sell_date @sell_date.setter def sell_date(self, value: datetime.date): self._property_changed('sell_date') self.__sell_date = value @property def aum_start(self) -> float: """Assets under management at the start of the period.""" return self.__aum_start @aum_start.setter def aum_start(self, value: float): self._property_changed('aum_start') self.__aum_start = value @property def asset_parameters_settlement(self) -> str: """Settlement type.""" return self.__asset_parameters_settlement @asset_parameters_settlement.setter def asset_parameters_settlement(self, value: str): self._property_changed('asset_parameters_settlement') self.__asset_parameters_settlement = value @property def max_temperature(self) -> float: """Maximum temperature observed on a given day in fahrenheit.""" return self.__max_temperature @max_temperature.setter def max_temperature(self, value: float): self._property_changed('max_temperature') self.__max_temperature = value @property def acquirer_shareholder_meeting_date(self) -> str: """Shareholders meeting date for acquiring entity.""" return self.__acquirer_shareholder_meeting_date @acquirer_shareholder_meeting_date.setter def acquirer_shareholder_meeting_date(self, value: str): self._property_changed('acquirer_shareholder_meeting_date') self.__acquirer_shareholder_meeting_date = value @property def count_ideas_wtd(self) -> float: """Ideas alive at a time Week to date.""" return self.__count_ideas_wtd @count_ideas_wtd.setter def count_ideas_wtd(self, value: float): self._property_changed('count_ideas_wtd') self.__count_ideas_wtd = value @property def arrival_rt_normalized(self) -> float: """Performance against Benchmark in pip.""" return self.__arrival_rt_normalized @arrival_rt_normalized.setter def arrival_rt_normalized(self, value: float): self._property_changed('arrival_rt_normalized') self.__arrival_rt_normalized = value @property def report_type(self) -> str: """Type of report to execute""" return self.__report_type @report_type.setter def report_type(self, value: str): self._property_changed('report_type') self.__report_type = value @property def source_url(self) -> str: """Source URL.""" return self.__source_url @source_url.setter def source_url(self, value: str): self._property_changed('source_url') self.__source_url = value @property def estimated_return(self) -> float: """Estimated return of asset over a given period (e.g. close-to-close).""" return self.__estimated_return @estimated_return.setter def estimated_return(self, value: float): self._property_changed('estimated_return') self.__estimated_return = value @property def high(self) -> float: """High level of an asset based on official exchange fixing or calculation agent marked level.""" return self.__high @high.setter def high(self, value: float): self._property_changed('high') self.__high = value @property def source_last_update(self) -> str: """Source last update.""" return self.__source_last_update @source_last_update.setter def source_last_update(self, value: str): self._property_changed('source_last_update') self.__source_last_update = value @property def sunshine_forecast(self) -> float: """The forecast value for sunshine.""" return self.__sunshine_forecast @sunshine_forecast.setter def sunshine_forecast(self, value: float): self._property_changed('sunshine_forecast') self.__sunshine_forecast = value @property def quantity_mw(self) -> float: """Quantity of electricity in megawatts.""" return self.__quantity_mw @quantity_mw.setter def quantity_mw(self, value: float): self._property_changed('quantity_mw') self.__quantity_mw = value @property def sell70cents(self) -> float: """The amount GS would sell for 70 cents charge.""" return self.__sell70cents @sell70cents.setter def sell70cents(self, value: float): self._property_changed('sell70cents') self.__sell70cents = value @property def sell110cents(self) -> float: """The amount GS would sell for 110 cents charge.""" return self.__sell110cents @sell110cents.setter def sell110cents(self, value: float): self._property_changed('sell110cents') self.__sell110cents = value @property def pnode_id(self) -> str: """Pricing node identifier sourced from Morningstar.""" return self.__pnode_id @pnode_id.setter def pnode_id(self, value: str): self._property_changed('pnode_id') self.__pnode_id = value @property def humidity_type(self) -> str: """The humidity type: Relative, average etc.""" return self.__humidity_type @humidity_type.setter def humidity_type(self, value: str): self._property_changed('humidity_type') self.__humidity_type = value @property def prev_close_ask(self) -> float: """Previous business day's close ask price.""" return self.__prev_close_ask @prev_close_ask.setter def prev_close_ask(self, value: float): self._property_changed('prev_close_ask') self.__prev_close_ask = value @property def level(self) -> float: """Level of the 5-day normalized flow in a given factor.""" return self.__level @level.setter def level(self, value: float): self._property_changed('level') self.__level = value @property def implied_volatility_by_expiration(self) -> float: """Volatility of an asset implied by observations of market prices.""" return self.__implied_volatility_by_expiration @implied_volatility_by_expiration.setter def implied_volatility_by_expiration(self, value: float): self._property_changed('implied_volatility_by_expiration') self.__implied_volatility_by_expiration = value @property def asset_parameters_fixed_rate_day_count_fraction(self) -> str: """Day Count Fraction""" return self.__asset_parameters_fixed_rate_day_count_fraction @asset_parameters_fixed_rate_day_count_fraction.setter def asset_parameters_fixed_rate_day_count_fraction(self, value: str): self._property_changed('asset_parameters_fixed_rate_day_count_fraction') self.__asset_parameters_fixed_rate_day_count_fraction = value @property def es_momentum_score(self) -> float: """A company's score for E&S subsector-relative momentum.""" return self.__es_momentum_score @es_momentum_score.setter def es_momentum_score(self, value: float): self._property_changed('es_momentum_score') self.__es_momentum_score = value @property def leg2_index(self) -> str: """If floating index leg, the index.""" return self.__leg2_index @leg2_index.setter def leg2_index(self, value: str): self._property_changed('leg2_index') self.__leg2_index = value @property def net_weight(self) -> float: """Difference between the longWeight and shortWeight. If you have IBM stock with shortWeight 0.2 and also IBM stock with longWeight 0.4, then the netWeight would be 0.2 (-0.2+0.4).""" return self.__net_weight @net_weight.setter def net_weight(self, value: float): self._property_changed('net_weight') self.__net_weight = value @property def portfolio_managers(self) -> Tuple[str, ...]: """Portfolio managers of asset.""" return self.__portfolio_managers @portfolio_managers.setter def portfolio_managers(self, value: Tuple[str, ...]): self._property_changed('portfolio_managers') self.__portfolio_managers = value @property def bos_in_ticks(self) -> float: """The Bid-Offer Spread of the stock in Ticks on the particular date.""" return self.__bos_in_ticks @bos_in_ticks.setter def bos_in_ticks(self, value: float): self._property_changed('bos_in_ticks') self.__bos_in_ticks = value @property def asset_parameters_coupon_type(self) -> str: """The coupon type of the bond.""" return self.__asset_parameters_coupon_type @asset_parameters_coupon_type.setter def asset_parameters_coupon_type(self, value: str): self._property_changed('asset_parameters_coupon_type') self.__asset_parameters_coupon_type = value @property def expected_residual_quantity(self) -> float: """Expected Residual Quantity.""" return self.__expected_residual_quantity @expected_residual_quantity.setter def expected_residual_quantity(self, value: float): self._property_changed('expected_residual_quantity') self.__expected_residual_quantity = value @property def roll_date(self) -> datetime.date: """Roll Dates for Equity Index Quarterly Futures.""" return self.__roll_date @roll_date.setter def roll_date(self, value: datetime.date): self._property_changed('roll_date') self.__roll_date = value @property def dynamic_hybrid_speed(self) -> str: """Execution speed of a Dynamic Hybrid order.""" return self.__dynamic_hybrid_speed @dynamic_hybrid_speed.setter def dynamic_hybrid_speed(self, value: str): self._property_changed('dynamic_hybrid_speed') self.__dynamic_hybrid_speed = value @property def cap_floor_vol(self) -> float: """Historical implied normal volatility for a liquid point on cap and floor vol surface.""" return self.__cap_floor_vol @cap_floor_vol.setter def cap_floor_vol(self, value: float): self._property_changed('cap_floor_vol') self.__cap_floor_vol = value @property def target_quantity(self) -> float: """The target executed quantity as published from the algo.""" return self.__target_quantity @target_quantity.setter def target_quantity(self, value: float): self._property_changed('target_quantity') self.__target_quantity = value @property def submitter(self) -> str: """Name of person submitting request.""" return self.__submitter @submitter.setter def submitter(self, value: str): self._property_changed('submitter') self.__submitter = value @property def no(self) -> float: """Price of no contract.""" return self.__no @no.setter def no(self, value: float): self._property_changed('no') self.__no = value @property def notional(self) -> float: """Notional.""" return self.__notional @notional.setter def notional(self, value: float): self._property_changed('notional') self.__notional = value @property def es_disclosure_percentage(self) -> float: """The percentage of E&S metrics the company discloses relative to the number of E&S metrics relevant for its subsector.""" return self.__es_disclosure_percentage @es_disclosure_percentage.setter def es_disclosure_percentage(self, value: float): self._property_changed('es_disclosure_percentage') self.__es_disclosure_percentage = value @property def close_executed_quantity_percentage(self) -> float: """Percent of order executed in closing Auction.""" return self.__close_executed_quantity_percentage @close_executed_quantity_percentage.setter def close_executed_quantity_percentage(self, value: float): self._property_changed('close_executed_quantity_percentage') self.__close_executed_quantity_percentage = value @property def twap_realized_cash(self) -> float: """Consolidated realised performance vs TWAP In Limit, in USD.""" return self.__twap_realized_cash @twap_realized_cash.setter def twap_realized_cash(self, value: float): self._property_changed('twap_realized_cash') self.__twap_realized_cash = value @property def is_open_auction(self) -> bool: """Flag indicating whether the bucket is within the open auction or not.""" return self.__is_open_auction @is_open_auction.setter def is_open_auction(self, value: bool): self._property_changed('is_open_auction') self.__is_open_auction = value @property def leg1_type(self) -> str: """Indication if leg 1 is fixed or floating or Physical.""" return self.__leg1_type @leg1_type.setter def leg1_type(self, value: str): self._property_changed('leg1_type') self.__leg1_type = value @property def wet_bulb_temp_hourly_forecast(self) -> float: """The hourly forecast value for wet bulb temperature in Fahrenheit.""" return self.__wet_bulb_temp_hourly_forecast @wet_bulb_temp_hourly_forecast.setter def wet_bulb_temp_hourly_forecast(self, value: float): self._property_changed('wet_bulb_temp_hourly_forecast') self.__wet_bulb_temp_hourly_forecast = value @property def cleanup_price(self) -> float: """The WIG price used by the algo.""" return self.__cleanup_price @cleanup_price.setter def cleanup_price(self, value: float): self._property_changed('cleanup_price') self.__cleanup_price = value @property def total(self) -> float: """Total exposure.""" return self.__total @total.setter def total(self, value: float): self._property_changed('total') self.__total = value @property def filled_notional_usd(self) -> float: """Executed Notional in USD.""" return self.__filled_notional_usd @filled_notional_usd.setter def filled_notional_usd(self, value: float): self._property_changed('filled_notional_usd') self.__filled_notional_usd = value @property def asset_id(self) -> str: """Marquee unique asset identifier.""" return self.__asset_id @asset_id.setter def asset_id(self, value: str): self._property_changed('asset_id') self.__asset_id = value @property def test_status(self) -> str: """Result of the quality test.""" return self.__test_status @test_status.setter def test_status(self, value: str): self._property_changed('test_status') self.__test_status = value @property def mkt_type(self) -> str: """The MDAPI Type (e.g. IR BASIS, FX Vol).""" return self.__mkt_type @mkt_type.setter def mkt_type(self, value: str): self._property_changed('mkt_type') self.__mkt_type = value @property def last_updated_time(self) -> datetime.datetime: """Timestamp of when the object was last updated.""" return self.__last_updated_time @last_updated_time.setter def last_updated_time(self, value: datetime.datetime): self._property_changed('last_updated_time') self.__last_updated_time = value @property def yield30_day(self) -> float: """Net income per share for last 30 days/NAV.""" return self.__yield30_day @yield30_day.setter def yield30_day(self, value: float): self._property_changed('yield30_day') self.__yield30_day = value @property def buy28bps(self) -> float: """The amount GS would buy for 28 bps charge.""" return self.__buy28bps @buy28bps.setter def buy28bps(self, value: float): self._property_changed('buy28bps') self.__buy28bps = value @property def proportion_of_risk(self) -> float: """Proportion of risk with respect to the portfolio's total risk.""" return self.__proportion_of_risk @proportion_of_risk.setter def proportion_of_risk(self, value: float): self._property_changed('proportion_of_risk') self.__proportion_of_risk = value @property def future_month_k23(self) -> float: """Commods future month code.""" return self.__future_month_k23 @future_month_k23.setter def future_month_k23(self, value: float): self._property_changed('future_month_k23') self.__future_month_k23 = value @property def future_month_k22(self) -> float: """Commods future month code.""" return self.__future_month_k22 @future_month_k22.setter def future_month_k22(self, value: float): self._property_changed('future_month_k22') self.__future_month_k22 = value @property def future_month_k21(self) -> float: """Commods future month code.""" return self.__future_month_k21 @future_month_k21.setter def future_month_k21(self, value: float): self._property_changed('future_month_k21') self.__future_month_k21 = value @property def primary_entity_id(self) -> str: """Primary Key for an entity; in use for Data Quality Checker.""" return self.__primary_entity_id @primary_entity_id.setter def primary_entity_id(self, value: str): self._property_changed('primary_entity_id') self.__primary_entity_id = value @property def cross(self) -> str: """FX cross symbol.""" return self.__cross @cross.setter def cross(self, value: str): self._property_changed('cross') self.__cross = value @property def idea_status(self) -> str: """The activity status of the idea.""" return self.__idea_status @idea_status.setter def idea_status(self, value: str): self._property_changed('idea_status') self.__idea_status = value @property def contract_subtype(self) -> str: """Contract subtype.""" return self.__contract_subtype @contract_subtype.setter def contract_subtype(self, value: str): self._property_changed('contract_subtype') self.__contract_subtype = value @property def sri(self) -> bool: """Whether or not an asset is classified as socially responsible investing.""" return self.__sri @sri.setter def sri(self, value: bool): self._property_changed('sri') self.__sri = value @property def fx_forecast(self) -> float: """FX forecast value for the relative period.""" return self.__fx_forecast @fx_forecast.setter def fx_forecast(self, value: float): self._property_changed('fx_forecast') self.__fx_forecast = value @property def fixing_time_label(self) -> str: """Time at which the fixing was taken.""" return self.__fixing_time_label @fixing_time_label.setter def fixing_time_label(self, value: str): self._property_changed('fixing_time_label') self.__fixing_time_label = value @property def is_etf(self) -> bool: """Whether or not assetType is an ETF.""" return self.__is_etf @is_etf.setter def is_etf(self, value: bool): self._property_changed('is_etf') self.__is_etf = value @property def fill_id(self) -> str: """Unique identifier for a fill.""" return self.__fill_id @fill_id.setter def fill_id(self, value: str): self._property_changed('fill_id') self.__fill_id = value @property def excess_returns(self) -> float: """Excess returns for backtest.""" return self.__excess_returns @excess_returns.setter def excess_returns(self, value: float): self._property_changed('excess_returns') self.__excess_returns = value @property def dollar_return(self) -> float: """Dollar return of asset over a given period (e.g. close-to-close).""" return self.__dollar_return @dollar_return.setter def dollar_return(self, value: float): self._property_changed('dollar_return') self.__dollar_return = value @property def order_in_limit(self) -> bool: """Is the order???s passive leg in limit.""" return self.__order_in_limit @order_in_limit.setter def order_in_limit(self, value: bool): self._property_changed('order_in_limit') self.__order_in_limit = value @property def expiry_time(self) -> datetime.datetime: """Order expiration date.""" return self.__expiry_time @expiry_time.setter def expiry_time(self, value: datetime.datetime): self._property_changed('expiry_time') self.__expiry_time = value @property def return_on_equity(self) -> float: """Return on equity.""" return self.__return_on_equity @return_on_equity.setter def return_on_equity(self, value: float): self._property_changed('return_on_equity') self.__return_on_equity = value @property def future_month_k26(self) -> float: """Commods future month code.""" return self.__future_month_k26 @future_month_k26.setter def future_month_k26(self, value: float): self._property_changed('future_month_k26') self.__future_month_k26 = value @property def future_month_k25(self) -> float: """Commods future month code.""" return self.__future_month_k25 @future_month_k25.setter def future_month_k25(self, value: float): self._property_changed('future_month_k25') self.__future_month_k25 = value @property def future_month_k24(self) -> float: """Commods future month code.""" return self.__future_month_k24 @future_month_k24.setter def future_month_k24(self, value: float): self._property_changed('future_month_k24') self.__future_month_k24 = value @property def restriction_end_date(self) -> datetime.date: """The date at which the security restriction was lifted.""" return self.__restriction_end_date @restriction_end_date.setter def restriction_end_date(self, value: datetime.date): self._property_changed('restriction_end_date') self.__restriction_end_date = value @property def queue_in_lots_description(self) -> str: """Description of the Stock's Queue size in Lots (if applicable) on the particular date.""" return self.__queue_in_lots_description @queue_in_lots_description.setter def queue_in_lots_description(self, value: str): self._property_changed('queue_in_lots_description') self.__queue_in_lots_description = value @property def volume_limit(self) -> float: """The allowed percentage of ATV that can be placed on loan for a lender.""" return self.__volume_limit @volume_limit.setter def volume_limit(self, value: float): self._property_changed('volume_limit') self.__volume_limit = value @property def objective(self) -> str: """The objective of the hedge.""" return self.__objective @objective.setter def objective(self, value: str): self._property_changed('objective') self.__objective = value @property def nav_price(self) -> float: """Net asset value price. Quoted price (mid, 100 ??? Upfront) of the underlying basket of single name CDS. (Theoretical Index value). In percent.""" return self.__nav_price @nav_price.setter def nav_price(self, value: float): self._property_changed('nav_price') self.__nav_price = value @property def leg1_underlying_asset(self) -> str: """The asset, reference asset, or reference obligation for payments of a party???s obligations under the SB swap transaction reference.""" return self.__leg1_underlying_asset @leg1_underlying_asset.setter def leg1_underlying_asset(self, value: str): self._property_changed('leg1_underlying_asset') self.__leg1_underlying_asset = value @property def private_placement_type(self) -> str: """Regulation that applies to a bond.""" return self.__private_placement_type @private_placement_type.setter def private_placement_type(self, value: str): self._property_changed('private_placement_type') self.__private_placement_type = value @property def hedge_notional(self) -> float: """Notional value of the hedge.""" return self.__hedge_notional @hedge_notional.setter def hedge_notional(self, value: float): self._property_changed('hedge_notional') self.__hedge_notional = value @property def ask_low(self) -> float: """The lowest ask Price (price offering to sell).""" return self.__ask_low @ask_low.setter def ask_low(self, value: float): self._property_changed('ask_low') self.__ask_low = value @property def intended_p_rate(self) -> float: """The intended participation rate from the algo.""" return self.__intended_p_rate @intended_p_rate.setter def intended_p_rate(self, value: float): self._property_changed('intended_p_rate') self.__intended_p_rate = value @property def expiry(self) -> str: """The time period before the option expires.""" return self.__expiry @expiry.setter def expiry(self, value: str): self._property_changed('expiry') self.__expiry = value @property def avg_monthly_yield(self) -> float: """Only used for GS Money Market funds, assumes sum of the past 30 days, divided by 30, and expressed as a percent.""" return self.__avg_monthly_yield @avg_monthly_yield.setter def avg_monthly_yield(self, value: float): self._property_changed('avg_monthly_yield') self.__avg_monthly_yield = value @property def period_direction(self) -> str: """Direction of the outlook period.""" return self.__period_direction @period_direction.setter def period_direction(self, value: str): self._property_changed('period_direction') self.__period_direction = value @property def prev_rpt_id(self) -> str: """On cancellations and corrections, this ID will hold the Dissemination ID of the originally published real-time message.""" return self.__prev_rpt_id @prev_rpt_id.setter def prev_rpt_id(self, value: str): self._property_changed('prev_rpt_id') self.__prev_rpt_id = value @property def earnings_per_share(self) -> float: """Earnings per share.""" return self.__earnings_per_share @earnings_per_share.setter def earnings_per_share(self, value: float): self._property_changed('earnings_per_share') self.__earnings_per_share = value @property def strike_percentage(self) -> float: """Strike compared to market value.""" return self.__strike_percentage @strike_percentage.setter def strike_percentage(self, value: float): self._property_changed('strike_percentage') self.__strike_percentage = value @property def es_product_impact_percentile(self) -> float: """A percentile that captures a company's E&S product impact ranking within its subsector.""" return self.__es_product_impact_percentile @es_product_impact_percentile.setter def es_product_impact_percentile(self, value: float): self._property_changed('es_product_impact_percentile') self.__es_product_impact_percentile = value @property def vwap_realized_cash(self) -> float: """Consolidated realised performance vs VWAP, in USD.""" return self.__vwap_realized_cash @vwap_realized_cash.setter def vwap_realized_cash(self, value: float): self._property_changed('vwap_realized_cash') self.__vwap_realized_cash = value @property def par_asset_swap_spread1m(self) -> float: """Par asset swap spread vs 1m tenor.""" return self.__par_asset_swap_spread1m @par_asset_swap_spread1m.setter def par_asset_swap_spread1m(self, value: float): self._property_changed('par_asset_swap_spread1m') self.__par_asset_swap_spread1m = value @property def prev_close_bid(self) -> float: """Previous close BID price.""" return self.__prev_close_bid @prev_close_bid.setter def prev_close_bid(self, value: float): self._property_changed('prev_close_bid') self.__prev_close_bid = value @property def minimum_increment(self) -> float: """The minimum increment size of the bond purchase allowed above the minimum denomination as authorized by the bond documents.""" return self.__minimum_increment @minimum_increment.setter def minimum_increment(self, value: float): self._property_changed('minimum_increment') self.__minimum_increment = value @property def tcm_cost_horizon16_day(self) -> float: """TCM cost with a 16 day time horizon.""" return self.__tcm_cost_horizon16_day @tcm_cost_horizon16_day.setter def tcm_cost_horizon16_day(self, value: float): self._property_changed('tcm_cost_horizon16_day') self.__tcm_cost_horizon16_day = value @property def investment_mtd(self) -> float: """Total net investment Month to date.""" return self.__investment_mtd @investment_mtd.setter def investment_mtd(self, value: float): self._property_changed('investment_mtd') self.__investment_mtd = value @property def settlement_date(self) -> datetime.date: """The settlement date of the associated FX contract.""" return self.__settlement_date @settlement_date.setter def settlement_date(self, value: datetime.date): self._property_changed('settlement_date') self.__settlement_date = value @property def weighted_average_mid_normalized(self) -> float: """Performance against Benchmark in pip.""" return self.__weighted_average_mid_normalized @weighted_average_mid_normalized.setter def weighted_average_mid_normalized(self, value: float): self._property_changed('weighted_average_mid_normalized') self.__weighted_average_mid_normalized = value @property def sales_per_share(self) -> float: """Sales per share.""" return self.__sales_per_share @sales_per_share.setter def sales_per_share(self, value: float): self._property_changed('sales_per_share') self.__sales_per_share = value @property def unadjusted_close(self) -> float: """Unadjusted Close level of an asset based on official exchange fixing or calculation agent marked level.""" return self.__unadjusted_close @unadjusted_close.setter def unadjusted_close(self, value: float): self._property_changed('unadjusted_close') self.__unadjusted_close = value @property def loan_date(self) -> datetime.date: """The date at which the securities loan was enacted.""" return self.__loan_date @loan_date.setter def loan_date(self, value: datetime.date): self._property_changed('loan_date') self.__loan_date = value @property def matched_maturity_swap_spread1m(self) -> float: """Matched maturity swap spread vs 1m tenor.""" return self.__matched_maturity_swap_spread1m @matched_maturity_swap_spread1m.setter def matched_maturity_swap_spread1m(self, value: float): self._property_changed('matched_maturity_swap_spread1m') self.__matched_maturity_swap_spread1m = value @property def collateral_percentage_actual(self) -> float: """Collateral percentage covering contractual the given position.""" return self.__collateral_percentage_actual @collateral_percentage_actual.setter def collateral_percentage_actual(self, value: float): self._property_changed('collateral_percentage_actual') self.__collateral_percentage_actual = value @property def vwap_in_limit_unrealized_bps(self) -> float: """Consolidated unrealised performance vs VWAP In Limit, in bps.""" return self.__vwap_in_limit_unrealized_bps @vwap_in_limit_unrealized_bps.setter def vwap_in_limit_unrealized_bps(self, value: float): self._property_changed('vwap_in_limit_unrealized_bps') self.__vwap_in_limit_unrealized_bps = value @property def metric_value(self) -> float: """Value of the metric calculated for the given geographyName and date.""" return self.__metric_value @metric_value.setter def metric_value(self, value: float): self._property_changed('metric_value') self.__metric_value = value @property def auto_exec_state(self) -> str: """Auto Execution State.""" return self.__auto_exec_state @auto_exec_state.setter def auto_exec_state(self, value: str): self._property_changed('auto_exec_state') self.__auto_exec_state = value @property def total_recovered(self) -> float: """Total number of recovered cases.""" return self.__total_recovered @total_recovered.setter def total_recovered(self, value: float): self._property_changed('total_recovered') self.__total_recovered = value @property def relative_return_ytd(self) -> float: """Relative Return Year to Date.""" return self.__relative_return_ytd @relative_return_ytd.setter def relative_return_ytd(self, value: float): self._property_changed('relative_return_ytd') self.__relative_return_ytd = value @property def tick_server(self) -> str: """Tickserver Symbol.""" return self.__tick_server @tick_server.setter def tick_server(self, value: str): self._property_changed('tick_server') self.__tick_server = value @property def cumulative_volume_in_percentage(self) -> float: """Forecast of the percentage of the cumulative volume of shares from start of day to the end of the bucket interval, relative to the total daily volume.""" return self.__cumulative_volume_in_percentage @cumulative_volume_in_percentage.setter def cumulative_volume_in_percentage(self, value: float): self._property_changed('cumulative_volume_in_percentage') self.__cumulative_volume_in_percentage = value @property def real_time_restriction_status(self) -> Tuple[Tuple[str, ...], ...]: """Real Time Restricted status as set by compliance.""" return self.__real_time_restriction_status @real_time_restriction_status.setter def real_time_restriction_status(self, value: Tuple[Tuple[str, ...], ...]): self._property_changed('real_time_restriction_status') self.__real_time_restriction_status = value @property def trade_type(self) -> str: """Trade type.""" return self.__trade_type @trade_type.setter def trade_type(self, value: str): self._property_changed('trade_type') self.__trade_type = value @property def settlement_type(self) -> str: """Swap Settlement Type""" return self.__settlement_type @settlement_type.setter def settlement_type(self, value: str): self._property_changed('settlement_type') self.__settlement_type = value @property def net_change(self) -> float: """Difference between the lastest trading price or value and the adjusted historical closing value or settlement price.""" return self.__net_change @net_change.setter def net_change(self, value: float): self._property_changed('net_change') self.__net_change = value @property def number_of_underliers(self) -> float: """Total number of underliers.""" return self.__number_of_underliers @number_of_underliers.setter def number_of_underliers(self, value: float): self._property_changed('number_of_underliers') self.__number_of_underliers = value @property def swap_type(self) -> str: """Swap type of position.""" return self.__swap_type @swap_type.setter def swap_type(self, value: str): self._property_changed('swap_type') self.__swap_type = value @property def forecast_type(self) -> str: """Type of return for commodity indices. Spot for individual commodities.""" return self.__forecast_type @forecast_type.setter def forecast_type(self, value: str): self._property_changed('forecast_type') self.__forecast_type = value @property def leg1_notional(self) -> float: """The total Notional amount or quantity of units of the leg 1 underlying asset.""" return self.__leg1_notional @leg1_notional.setter def leg1_notional(self, value: float): self._property_changed('leg1_notional') self.__leg1_notional = value @property def sell_settle_date(self) -> datetime.date: """Data that the sell of securities will settle.""" return self.__sell_settle_date @sell_settle_date.setter def sell_settle_date(self, value: datetime.date): self._property_changed('sell_settle_date') self.__sell_settle_date = value @property def new_ideas_ytd(self) -> float: """Ideas received by clients Year to date.""" return self.__new_ideas_ytd @new_ideas_ytd.setter def new_ideas_ytd(self, value: float): self._property_changed('new_ideas_ytd') self.__new_ideas_ytd = value @property def management_fee(self) -> Union[Op, float]: return self.__management_fee @management_fee.setter def management_fee(self, value: Union[Op, float]): self._property_changed('management_fee') self.__management_fee = value @property def par_asset_swap_spread3m(self) -> float: """Par asset swap spread vs 3m tenor.""" return self.__par_asset_swap_spread3m @par_asset_swap_spread3m.setter def par_asset_swap_spread3m(self, value: float): self._property_changed('par_asset_swap_spread3m') self.__par_asset_swap_spread3m = value @property def sell36bps(self) -> float: """The amount GS would sell for 36 bps charge.""" return self.__sell36bps @sell36bps.setter def sell36bps(self, value: float): self._property_changed('sell36bps') self.__sell36bps = value @property def matched_maturity_swap_spread3m(self) -> float: """Matched maturity swap spread vs 3m tenor.""" return self.__matched_maturity_swap_spread3m @matched_maturity_swap_spread3m.setter def matched_maturity_swap_spread3m(self, value: float): self._property_changed('matched_maturity_swap_spread3m') self.__matched_maturity_swap_spread3m = value @property def source_id(self) -> str: """Unique id of data provider.""" return self.__source_id @source_id.setter def source_id(self, value: str): self._property_changed('source_id') self.__source_id = value @property def country(self) -> str: """Country of incorporation of asset.""" return self.__country @country.setter def country(self, value: str): self._property_changed('country') self.__country = value @property def vwap(self) -> float: """VWAP benchmark price.""" return self.__vwap @vwap.setter def vwap(self, value: float): self._property_changed('vwap') self.__vwap = value @property def touch_spread_score(self) -> float: """Z-score of the difference between highest bid and lowest offer.""" return self.__touch_spread_score @touch_spread_score.setter def touch_spread_score(self, value: float): self._property_changed('touch_spread_score') self.__touch_spread_score = value @property def rating_second_highest(self) -> str: """Second highest bond rating between Moody's, Fitch, and Standard and Poor's.""" return self.__rating_second_highest @rating_second_highest.setter def rating_second_highest(self, value: str): self._property_changed('rating_second_highest') self.__rating_second_highest = value @property def sell24bps(self) -> float: """The amount GS would sell for 24 bps charge.""" return self.__sell24bps @sell24bps.setter def sell24bps(self, value: float): self._property_changed('sell24bps') self.__sell24bps = value @property def frequency(self) -> str: """Requested frequency of data delivery.""" return self.__frequency @frequency.setter def frequency(self, value: str): self._property_changed('frequency') self.__frequency = value @property def activity_id(self) -> str: """Marquee unique Activity identifier.""" return self.__activity_id @activity_id.setter def activity_id(self, value: str): self._property_changed('activity_id') self.__activity_id = value @property def estimated_impact(self) -> float: """Likely impact of a proposed trade on the price of an asset (bps). The model's shortfall estimates reflect how much it cost to execute similar trades in the past, as opposed to providing a hypothetical cost derived using tick data.""" return self.__estimated_impact @estimated_impact.setter def estimated_impact(self, value: float): self._property_changed('estimated_impact') self.__estimated_impact = value @property def sell35cents(self) -> float: """The amount GS would sell for 35 cents charge.""" return self.__sell35cents @sell35cents.setter def sell35cents(self, value: float): self._property_changed('sell35cents') self.__sell35cents = value @property def loan_spread_bucket(self) -> str: """The difference between the investment rate on cash collateral and the rebate rate of a loan.""" return self.__loan_spread_bucket @loan_spread_bucket.setter def loan_spread_bucket(self, value: str): self._property_changed('loan_spread_bucket') self.__loan_spread_bucket = value @property def coronavirus_global_activity_tracker(self) -> float: """Value for the global activity tracker.""" return self.__coronavirus_global_activity_tracker @coronavirus_global_activity_tracker.setter def coronavirus_global_activity_tracker(self, value: float): self._property_changed('coronavirus_global_activity_tracker') self.__coronavirus_global_activity_tracker = value @property def underlyers(self) -> str: """Top underlyers. Supported values are 'all' or 'top_10', 'top_15', etc..""" return self.__underlyers @underlyers.setter def underlyers(self, value: str): self._property_changed('underlyers') self.__underlyers = value @property def asset_parameters_pricing_location(self) -> str: """The location in which the asset was priced.""" return self.__asset_parameters_pricing_location @asset_parameters_pricing_location.setter def asset_parameters_pricing_location(self, value: str): self._property_changed('asset_parameters_pricing_location') self.__asset_parameters_pricing_location = value @property def event_description(self) -> str: """Short description of the event, providing additional information beyond eventType.""" return self.__event_description @event_description.setter def event_description(self, value: str): self._property_changed('event_description') self.__event_description = value @property def iceberg_max_size(self) -> float: """Iceberg max size in terms of the quantity unit.""" return self.__iceberg_max_size @iceberg_max_size.setter def iceberg_max_size(self, value: float): self._property_changed('iceberg_max_size') self.__iceberg_max_size = value @property def asset_parameters_coupon(self) -> float: """The fixed coupon for this bond.""" return self.__asset_parameters_coupon @asset_parameters_coupon.setter def asset_parameters_coupon(self, value: float): self._property_changed('asset_parameters_coupon') self.__asset_parameters_coupon = value @property def details(self) -> str: """Corporate action details.""" return self.__details @details.setter def details(self, value: str): self._property_changed('details') self.__details = value @property def sector(self) -> str: """The risk model sector of the stock.""" return self.__sector @sector.setter def sector(self, value: str): self._property_changed('sector') self.__sector = value @property def avg_bed_util_rate(self) -> float: """Average rate of bed utilization, computed as Total Patient Days (excluding nursery days) / Bed Days Available.""" return self.__avg_bed_util_rate @avg_bed_util_rate.setter def avg_bed_util_rate(self, value: float): self._property_changed('avg_bed_util_rate') self.__avg_bed_util_rate = value @property def buy20bps(self) -> float: """The amount GS would buy for 20 bps charge.""" return self.__buy20bps @buy20bps.setter def buy20bps(self, value: float): self._property_changed('buy20bps') self.__buy20bps = value @property def epidemic(self) -> float: """Total number of people affected by an epidemic.""" return self.__epidemic @epidemic.setter def epidemic(self, value: float): self._property_changed('epidemic') self.__epidemic = value @property def mctr(self) -> float: """Marginal contribution of a given asset to portfolio variance, is dependent on covariance matrix.""" return self.__mctr @mctr.setter def mctr(self, value: float): self._property_changed('mctr') self.__mctr = value @property def exchange_time(self) -> datetime.datetime: """Local time at the executing venue.""" return self.__exchange_time @exchange_time.setter def exchange_time(self, value: datetime.datetime): self._property_changed('exchange_time') self.__exchange_time = value @property def historical_close(self) -> float: """Historical Close Price.""" return self.__historical_close @historical_close.setter def historical_close(self, value: float): self._property_changed('historical_close') self.__historical_close = value @property def fips_code(self) -> float: """County FIPS code.""" return self.__fips_code @fips_code.setter def fips_code(self, value: float): self._property_changed('fips_code') self.__fips_code = value @property def buy32bps(self) -> float: """The amount GS would buy for 32 bps charge.""" return self.__buy32bps @buy32bps.setter def buy32bps(self, value: float): self._property_changed('buy32bps') self.__buy32bps = value @property def idea_id(self) -> str: """Marquee unique trade idea identifier.""" return self.__idea_id @idea_id.setter def idea_id(self, value: str): self._property_changed('idea_id') self.__idea_id = value @property def comment_status(self) -> str: """Corporate action comment status.""" return self.__comment_status @comment_status.setter def comment_status(self, value: str): self._property_changed('comment_status') self.__comment_status = value @property def marginal_cost(self) -> float: """Marginal cost.""" return self.__marginal_cost @marginal_cost.setter def marginal_cost(self, value: float): self._property_changed('marginal_cost') self.__marginal_cost = value @property def client_weight(self) -> float: """Weight of client positions in the region or sector (%).""" return self.__client_weight @client_weight.setter def client_weight(self, value: float): self._property_changed('client_weight') self.__client_weight = value @property def leg1_delivery_point(self) -> str: """Delivery point of leg.""" return self.__leg1_delivery_point @leg1_delivery_point.setter def leg1_delivery_point(self, value: str): self._property_changed('leg1_delivery_point') self.__leg1_delivery_point = value @property def sell5cents(self) -> float: """The amount GS would sell for 5 cents charge.""" return self.__sell5cents @sell5cents.setter def sell5cents(self, value: float): self._property_changed('sell5cents') self.__sell5cents = value @property def liq_wkly(self) -> float: """Percent of assets that could be quickly and easily converted into investable cash without loss of value within a week.""" return self.__liq_wkly @liq_wkly.setter def liq_wkly(self, value: float): self._property_changed('liq_wkly') self.__liq_wkly = value @property def unrealized_twap_performance_bps(self) -> float: """Average execution price vs Consolidated TWAP since order inception ??? unrealized.""" return self.__unrealized_twap_performance_bps @unrealized_twap_performance_bps.setter def unrealized_twap_performance_bps(self, value: float): self._property_changed('unrealized_twap_performance_bps') self.__unrealized_twap_performance_bps = value @property def region(self) -> str: """Regional classification for the asset""" return self.__region @region.setter def region(self, value: str): self._property_changed('region') self.__region = value @property def temperature_hour(self) -> float: """The forecast value of hour with min/max temperature in a day.""" return self.__temperature_hour @temperature_hour.setter def temperature_hour(self, value: float): self._property_changed('temperature_hour') self.__temperature_hour = value @property def upper_bound(self) -> float: """Upper bound value.""" return self.__upper_bound @upper_bound.setter def upper_bound(self, value: float): self._property_changed('upper_bound') self.__upper_bound = value @property def sell55cents(self) -> float: """The amount GS would sell for 55 cents charge.""" return self.__sell55cents @sell55cents.setter def sell55cents(self, value: float): self._property_changed('sell55cents') self.__sell55cents = value @property def num_pedi_icu_beds(self) -> float: """All neonatal, pediatric and premature ICU beds.""" return self.__num_pedi_icu_beds @num_pedi_icu_beds.setter def num_pedi_icu_beds(self, value: float): self._property_changed('num_pedi_icu_beds') self.__num_pedi_icu_beds = value @property def bid_yield(self) -> float: """The return an investor realizes on a bond sold at the bid price.""" return self.__bid_yield @bid_yield.setter def bid_yield(self, value: float): self._property_changed('bid_yield') self.__bid_yield = value @property def expected_residual(self) -> float: """Expected residual quantity.""" return self.__expected_residual @expected_residual.setter def expected_residual(self, value: float): self._property_changed('expected_residual') self.__expected_residual = value @property def option_premium(self) -> float: """An indication of the market value of the option at the time of execution.""" return self.__option_premium @option_premium.setter def option_premium(self, value: float): self._property_changed('option_premium') self.__option_premium = value @property def owner_name(self) -> str: """Name of person submitting request.""" return self.__owner_name @owner_name.setter def owner_name(self, value: str): self._property_changed('owner_name') self.__owner_name = value @property def par_asset_swap_spread6m(self) -> float: """Par asset swap spread vs 6m tenor.""" return self.__par_asset_swap_spread6m @par_asset_swap_spread6m.setter def par_asset_swap_spread6m(self, value: float): self._property_changed('par_asset_swap_spread6m') self.__par_asset_swap_spread6m = value @property def z_score(self) -> float: """Z Score.""" return self.__z_score @z_score.setter def z_score(self, value: float): self._property_changed('z_score') self.__z_score = value @property def sell12bps(self) -> float: """The amount GS would sell for 12 bps charge.""" return self.__sell12bps @sell12bps.setter def sell12bps(self, value: float): self._property_changed('sell12bps') self.__sell12bps = value @property def event_start_time(self) -> str: """The start time of the event if the event occurs during a time window and the event has a specific start time. It is represented in HH:MM 24 hour format in the time zone of the exchange where the company is listed.""" return self.__event_start_time @event_start_time.setter def event_start_time(self, value: str): self._property_changed('event_start_time') self.__event_start_time = value @property def matched_maturity_swap_spread6m(self) -> float: """Matched maturity swap spread vs 6m tenor.""" return self.__matched_maturity_swap_spread6m @matched_maturity_swap_spread6m.setter def matched_maturity_swap_spread6m(self, value: float): self._property_changed('matched_maturity_swap_spread6m') self.__matched_maturity_swap_spread6m = value @property def turnover(self) -> float: """Turnover.""" return self.__turnover @turnover.setter def turnover(self, value: float): self._property_changed('turnover') self.__turnover = value @property def price_spot_target_unit(self) -> str: """Unit in which the target price is reported.""" return self.__price_spot_target_unit @price_spot_target_unit.setter def price_spot_target_unit(self, value: str): self._property_changed('price_spot_target_unit') self.__price_spot_target_unit = value @property def coverage(self) -> str: """Coverage of dataset.""" return self.__coverage @coverage.setter def coverage(self, value: str): self._property_changed('coverage') self.__coverage = value @property def g_percentile(self) -> float: """A percentile that captures a company's G ranking relative to the entire ESG universe.""" return self.__g_percentile @g_percentile.setter def g_percentile(self, value: float): self._property_changed('g_percentile') self.__g_percentile = value @property def cloud_cover_hourly_forecast(self) -> float: """The hourly forecast value for cloud cover.""" return self.__cloud_cover_hourly_forecast @cloud_cover_hourly_forecast.setter def cloud_cover_hourly_forecast(self, value: float): self._property_changed('cloud_cover_hourly_forecast') self.__cloud_cover_hourly_forecast = value @property def lending_fund_nav(self) -> float: """Net Asset Value of a securities lending fund.""" return self.__lending_fund_nav @lending_fund_nav.setter def lending_fund_nav(self, value: float): self._property_changed('lending_fund_nav') self.__lending_fund_nav = value @property def source_original_category(self) -> str: """Source category's original name.""" return self.__source_original_category @source_original_category.setter def source_original_category(self, value: str): self._property_changed('source_original_category') self.__source_original_category = value @property def percent_close_execution_quantity(self) -> float: """Percentage of order filled at auction close.""" return self.__percent_close_execution_quantity @percent_close_execution_quantity.setter def percent_close_execution_quantity(self, value: float): self._property_changed('percent_close_execution_quantity') self.__percent_close_execution_quantity = value @property def latest_execution_time(self) -> datetime.datetime: """ISO 8601-formatted timestamp""" return self.__latest_execution_time @latest_execution_time.setter def latest_execution_time(self, value: datetime.datetime): self._property_changed('latest_execution_time') self.__latest_execution_time = value @property def arrival_mid_realized_bps(self) -> float: """Consolidated realised performance vs Arrival Mid, in bps.""" return self.__arrival_mid_realized_bps @arrival_mid_realized_bps.setter def arrival_mid_realized_bps(self, value: float): self._property_changed('arrival_mid_realized_bps') self.__arrival_mid_realized_bps = value @property def location(self) -> str: """The location at which a price fixing has been taken.""" return self.__location @location.setter def location(self, value: str): self._property_changed('location') self.__location = value @property def scenario_id(self) -> str: """Marquee unique scenario identifier""" return self.__scenario_id @scenario_id.setter def scenario_id(self, value: str): self._property_changed('scenario_id') self.__scenario_id = value @property def termination_tenor(self) -> str: """Tenor""" return self.__termination_tenor @termination_tenor.setter def termination_tenor(self, value: str): self._property_changed('termination_tenor') self.__termination_tenor = value @property def queue_clock_time(self) -> float: """The Queue Clock Time of the stock on the particular date.""" return self.__queue_clock_time @queue_clock_time.setter def queue_clock_time(self, value: float): self._property_changed('queue_clock_time') self.__queue_clock_time = value @property def discretion_lower_bound(self) -> float: """The lower bound of the discretion band as published from the algo.""" return self.__discretion_lower_bound @discretion_lower_bound.setter def discretion_lower_bound(self, value: float): self._property_changed('discretion_lower_bound') self.__discretion_lower_bound = value @property def tcm_cost_participation_rate50_pct(self) -> float: """TCM cost with a 50 percent participation rate.""" return self.__tcm_cost_participation_rate50_pct @tcm_cost_participation_rate50_pct.setter def tcm_cost_participation_rate50_pct(self, value: float): self._property_changed('tcm_cost_participation_rate50_pct') self.__tcm_cost_participation_rate50_pct = value @property def rating_linear(self) -> float: """Rating of the bond in linear form.""" return self.__rating_linear @rating_linear.setter def rating_linear(self, value: float): self._property_changed('rating_linear') self.__rating_linear = value @property def previous_close_unrealized_bps(self) -> float: """Unrealised performance vs Previous Close, in bps.""" return self.__previous_close_unrealized_bps @previous_close_unrealized_bps.setter def previous_close_unrealized_bps(self, value: float): self._property_changed('previous_close_unrealized_bps') self.__previous_close_unrealized_bps = value @property def sub_asset_class_for_other_commodity(self) -> str: """An indication of the sub asset class.""" return self.__sub_asset_class_for_other_commodity @sub_asset_class_for_other_commodity.setter def sub_asset_class_for_other_commodity(self, value: str): self._property_changed('sub_asset_class_for_other_commodity') self.__sub_asset_class_for_other_commodity = value @property def forward_price(self) -> float: """Trader's estimate for the price of power in MWh.""" return self.__forward_price @forward_price.setter def forward_price(self, value: float): self._property_changed('forward_price') self.__forward_price = value @property def type(self) -> str: """Asset type differentiates the product categorization or contract type""" return self.__type @type.setter def type(self, value: str): self._property_changed('type') self.__type = value @property def strike_ref(self) -> str: """Reference for strike level (enum: spot, forward,delta_call, delta_put, delta_neutral).""" return self.__strike_ref @strike_ref.setter def strike_ref(self, value: str): self._property_changed('strike_ref') self.__strike_ref = value @property def cumulative_pnl(self) -> float: """Cumulative PnL from the start date to the current date.""" return self.__cumulative_pnl @cumulative_pnl.setter def cumulative_pnl(self, value: float): self._property_changed('cumulative_pnl') self.__cumulative_pnl = value @property def short_tenor(self) -> str: """Tenor of instrument.""" return self.__short_tenor @short_tenor.setter def short_tenor(self, value: str): self._property_changed('short_tenor') self.__short_tenor = value @property def sell28bps(self) -> float: """The amount GS would sell for 28 bps charge.""" return self.__sell28bps @sell28bps.setter def sell28bps(self, value: float): self._property_changed('sell28bps') self.__sell28bps = value @property def fund_class(self) -> str: """Class of the fund.""" return self.__fund_class @fund_class.setter def fund_class(self, value: str): self._property_changed('fund_class') self.__fund_class = value @property def unadjusted_volume(self) -> float: """Unadjusted volume traded.""" return self.__unadjusted_volume @unadjusted_volume.setter def unadjusted_volume(self, value: float): self._property_changed('unadjusted_volume') self.__unadjusted_volume = value @property def buy36bps(self) -> float: """The amount GS would buy for 36 bps charge.""" return self.__buy36bps @buy36bps.setter def buy36bps(self, value: float): self._property_changed('buy36bps') self.__buy36bps = value @property def position_idx(self) -> int: """The index of the corresponding position in the risk request.""" return self.__position_idx @position_idx.setter def position_idx(self, value: int): self._property_changed('position_idx') self.__position_idx = value @property def wind_chill_hourly_forecast(self) -> float: """The hourly forecast value for wind chill.""" return self.__wind_chill_hourly_forecast @wind_chill_hourly_forecast.setter def wind_chill_hourly_forecast(self, value: float): self._property_changed('wind_chill_hourly_forecast') self.__wind_chill_hourly_forecast = value @property def sec_name(self) -> str: """Internal Goldman Sachs security name.""" return self.__sec_name @sec_name.setter def sec_name(self, value: str): self._property_changed('sec_name') self.__sec_name = value @property def implied_volatility_by_relative_strike(self) -> float: """Volatility of an asset implied by observations of market prices.""" return self.__implied_volatility_by_relative_strike @implied_volatility_by_relative_strike.setter def implied_volatility_by_relative_strike(self, value: float): self._property_changed('implied_volatility_by_relative_strike') self.__implied_volatility_by_relative_strike = value @property def percent_adv(self) -> float: """Size of trade as percentage of average daily volume (e.g. .05, 1, 2, ..., 20).""" return self.__percent_adv @percent_adv.setter def percent_adv(self, value: float): self._property_changed('percent_adv') self.__percent_adv = value @property def leg1_total_notional(self) -> float: """The total Notional amount or quantity of units of the leg 1 underlying asset.""" return self.__leg1_total_notional @leg1_total_notional.setter def leg1_total_notional(self, value: float): self._property_changed('leg1_total_notional') self.__leg1_total_notional = value @property def contract(self) -> str: """Contract month code and year (e.g. F18).""" return self.__contract @contract.setter def contract(self, value: str): self._property_changed('contract') self.__contract = value @property def payment_frequency1(self) -> str: """An integer multiplier of a time period describing how often the parties to the SB swap transaction exchange payments associated with each party???s obligation. Such payment frequency may be described as one letter preceded by an integer.""" return self.__payment_frequency1 @payment_frequency1.setter def payment_frequency1(self, value: str): self._property_changed('payment_frequency1') self.__payment_frequency1 = value @property def payment_frequency2(self) -> str: """Same as Payment Frequency 1.""" return self.__payment_frequency2 @payment_frequency2.setter def payment_frequency2(self, value: str): self._property_changed('payment_frequency2') self.__payment_frequency2 = value @property def bespoke(self) -> str: """Indication if the trade is bespoke.""" return self.__bespoke @bespoke.setter def bespoke(self, value: str): self._property_changed('bespoke') self.__bespoke = value @property def repo_tenor(self) -> str: """Maturity of repurchase agreement.""" return self.__repo_tenor @repo_tenor.setter def repo_tenor(self, value: str): self._property_changed('repo_tenor') self.__repo_tenor = value @property def sell15cents(self) -> float: """The amount GS would sell for 15 cents charge.""" return self.__sell15cents @sell15cents.setter def sell15cents(self, value: float): self._property_changed('sell15cents') self.__sell15cents = value @property def investment_qtd(self) -> float: """Total net investment Quarter to date.""" return self.__investment_qtd @investment_qtd.setter def investment_qtd(self, value: float): self._property_changed('investment_qtd') self.__investment_qtd = value @property def heat_index_forecast(self) -> float: """The heat index forecast in a given unit.""" return self.__heat_index_forecast @heat_index_forecast.setter def heat_index_forecast(self, value: float): self._property_changed('heat_index_forecast') self.__heat_index_forecast = value @property def rating_standard_and_poors(self) -> str: """Bond rating from Standard And Poor's.""" return self.__rating_standard_and_poors @rating_standard_and_poors.setter def rating_standard_and_poors(self, value: str): self._property_changed('rating_standard_and_poors') self.__rating_standard_and_poors = value @property def quality_stars(self) -> float: """Confidence in the BPE.""" return self.__quality_stars @quality_stars.setter def quality_stars(self, value: float): self._property_changed('quality_stars') self.__quality_stars = value @property def leg2_floating_index(self) -> str: """If floating index leg, the index.""" return self.__leg2_floating_index @leg2_floating_index.setter def leg2_floating_index(self, value: str): self._property_changed('leg2_floating_index') self.__leg2_floating_index = value @property def source_ticker(self) -> str: """Source ticker.""" return self.__source_ticker @source_ticker.setter def source_ticker(self, value: str): self._property_changed('source_ticker') self.__source_ticker = value @property def primary_vwap_unrealized_bps(self) -> float: """Unrealised performance vs Primary VWAP, in bps.""" return self.__primary_vwap_unrealized_bps @primary_vwap_unrealized_bps.setter def primary_vwap_unrealized_bps(self, value: float): self._property_changed('primary_vwap_unrealized_bps') self.__primary_vwap_unrealized_bps = value @property def gsid(self) -> str: """Goldman Sachs internal equity identifier.""" return self.__gsid @gsid.setter def gsid(self, value: str): self._property_changed('gsid') self.__gsid = value @property def lending_fund(self) -> str: """Name of the lending fund on a securities lending agreement.""" return self.__lending_fund @lending_fund.setter def lending_fund(self, value: str): self._property_changed('lending_fund') self.__lending_fund = value @property def sensitivity(self) -> float: """Sensitivity.""" return self.__sensitivity @sensitivity.setter def sensitivity(self, value: float): self._property_changed('sensitivity') self.__sensitivity = value @property def day_count(self) -> str: """The determination of how interest accrues over time for the SB swap.""" return self.__day_count @day_count.setter def day_count(self, value: str): self._property_changed('day_count') self.__day_count = value @property def sell16bps(self) -> float: """The amount GS would sell for 16 bps charge.""" return self.__sell16bps @sell16bps.setter def sell16bps(self, value: float): self._property_changed('sell16bps') self.__sell16bps = value @property def relative_break_even_inflation_change(self) -> float: """Relative break even inflation change.""" return self.__relative_break_even_inflation_change @relative_break_even_inflation_change.setter def relative_break_even_inflation_change(self, value: float): self._property_changed('relative_break_even_inflation_change') self.__relative_break_even_inflation_change = value @property def sell25cents(self) -> float: """The amount GS would sell for 25 cents charge.""" return self.__sell25cents @sell25cents.setter def sell25cents(self, value: float): self._property_changed('sell25cents') self.__sell25cents = value @property def var_swap(self) -> float: """Strike such that the price of an uncapped variance swap on the underlying index is zero at inception.""" return self.__var_swap @var_swap.setter def var_swap(self, value: float): self._property_changed('var_swap') self.__var_swap = value @property def buy5point5bps(self) -> float: """The amount GS would buy for 5.5 bps charge.""" return self.__buy5point5bps @buy5point5bps.setter def buy5point5bps(self, value: float): self._property_changed('buy5point5bps') self.__buy5point5bps = value @property def block_large_notional(self) -> str: """An indication of whether this is a block trade or off-facility swap.""" return self.__block_large_notional @block_large_notional.setter def block_large_notional(self, value: str): self._property_changed('block_large_notional') self.__block_large_notional = value @property def sell2point5bps(self) -> float: """The amount GS would sell for 2.5 bps charge.""" return self.__sell2point5bps @sell2point5bps.setter def sell2point5bps(self, value: float): self._property_changed('sell2point5bps') self.__sell2point5bps = value @property def capacity(self) -> str: """Risk/agency execution.""" return self.__capacity @capacity.setter def capacity(self, value: str): self._property_changed('capacity') self.__capacity = value @property def sectors_raw(self) -> Tuple[str, ...]: """Sector classifications of an asset.""" return self.__sectors_raw @sectors_raw.setter def sectors_raw(self, value: Tuple[str, ...]): self._property_changed('sectors_raw') self.__sectors_raw = value @property def primary_vwap_in_limit(self) -> float: """Primary VWAP In Limit benchmark price.""" return self.__primary_vwap_in_limit @primary_vwap_in_limit.setter def primary_vwap_in_limit(self, value: float): self._property_changed('primary_vwap_in_limit') self.__primary_vwap_in_limit = value @property def shareclass_price(self) -> float: """Price of the shareclass on a certain day.""" return self.__shareclass_price @shareclass_price.setter def shareclass_price(self, value: float): self._property_changed('shareclass_price') self.__shareclass_price = value @property def trade_size(self) -> float: """Size of trade ($mm).""" return self.__trade_size @trade_size.setter def trade_size(self, value: float): self._property_changed('trade_size') self.__trade_size = value @property def price_spot_entry_value(self) -> float: """Opening price value of the trade idea.""" return self.__price_spot_entry_value @price_spot_entry_value.setter def price_spot_entry_value(self, value: float): self._property_changed('price_spot_entry_value') self.__price_spot_entry_value = value @property def buy8point5bps(self) -> float: """The amount GS would buy for 8.5 bps charge.""" return self.__buy8point5bps @buy8point5bps.setter def buy8point5bps(self, value: float): self._property_changed('buy8point5bps') self.__buy8point5bps = value @property def symbol_dimensions(self) -> Tuple[str, ...]: """Set of fields that determine database table name.""" return self.__symbol_dimensions @symbol_dimensions.setter def symbol_dimensions(self, value: Tuple[str, ...]): self._property_changed('symbol_dimensions') self.__symbol_dimensions = value @property def buy24bps(self) -> float: """The amount GS would buy for 24 bps charge.""" return self.__buy24bps @buy24bps.setter def buy24bps(self, value: float): self._property_changed('buy24bps') self.__buy24bps = value @property def observation(self) -> str: """Value of observation.""" return self.__observation @observation.setter def observation(self, value: str): self._property_changed('observation') self.__observation = value @property def option_type_sdr(self) -> str: """An indication of the type of the option.""" return self.__option_type_sdr @option_type_sdr.setter def option_type_sdr(self, value: str): self._property_changed('option_type_sdr') self.__option_type_sdr = value @property def scenario_group_id(self) -> str: """Marquee unique scenario group identifier""" return self.__scenario_group_id @scenario_group_id.setter def scenario_group_id(self, value: str): self._property_changed('scenario_group_id') self.__scenario_group_id = value @property def average_implied_variance(self) -> float: """Average variance of an asset implied by observations of market prices.""" return self.__average_implied_variance @average_implied_variance.setter def average_implied_variance(self, value: float): self._property_changed('average_implied_variance') self.__average_implied_variance = value @property def avg_trade_rate_description(self) -> str: """Description of the Stock's Average Trading Rate on the particular date.""" return self.__avg_trade_rate_description @avg_trade_rate_description.setter def avg_trade_rate_description(self, value: str): self._property_changed('avg_trade_rate_description') self.__avg_trade_rate_description = value @property def fraction(self) -> float: """Fraction.""" return self.__fraction @fraction.setter def fraction(self, value: float): self._property_changed('fraction') self.__fraction = value @property def asset_count_short(self) -> float: """Number of assets in a portfolio with short exposure.""" return self.__asset_count_short @asset_count_short.setter def asset_count_short(self, value: float): self._property_changed('asset_count_short') self.__asset_count_short = value @property def collateral_percentage_required(self) -> float: """Collateral percentage requied to cover the given position.""" return self.__collateral_percentage_required @collateral_percentage_required.setter def collateral_percentage_required(self, value: float): self._property_changed('collateral_percentage_required') self.__collateral_percentage_required = value @property def sell5point5bps(self) -> float: """The amount GS would sell for 5.5 bps charge.""" return self.__sell5point5bps @sell5point5bps.setter def sell5point5bps(self, value: float): self._property_changed('sell5point5bps') self.__sell5point5bps = value @property def date(self) -> datetime.date: """ISO 8601 formatted date.""" return self.__date @date.setter def date(self, value: datetime.date): self._property_changed('date') self.__date = value @property def zip_code(self) -> float: """Postal code.""" return self.__zip_code @zip_code.setter def zip_code(self, value: float): self._property_changed('zip_code') self.__zip_code = value @property def total_std_return_since_inception(self) -> float: """Average annual total returns as of most recent calendar quarter-end.""" return self.__total_std_return_since_inception @total_std_return_since_inception.setter def total_std_return_since_inception(self, value: float): self._property_changed('total_std_return_since_inception') self.__total_std_return_since_inception = value @property def source_category(self) -> str: """Source category of event.""" return self.__source_category @source_category.setter def source_category(self, value: str): self._property_changed('source_category') self.__source_category = value @property def volume_unadjusted(self) -> float: """Unadjusted volume traded.""" return self.__volume_unadjusted @volume_unadjusted.setter def volume_unadjusted(self, value: float): self._property_changed('volume_unadjusted') self.__volume_unadjusted = value @property def passive_ratio(self) -> float: """Ratio of passive ownership (including ETFs and mutual funds), i.e the proportion of a company's marketcap that is held by passive ETFs and mutual funds. Normalised between -3 (low level) and +3 (high level).""" return self.__passive_ratio @passive_ratio.setter def passive_ratio(self, value: float): self._property_changed('passive_ratio') self.__passive_ratio = value @property def price_to_earnings(self) -> float: """Price to earnings.""" return self.__price_to_earnings @price_to_earnings.setter def price_to_earnings(self, value: float): self._property_changed('price_to_earnings') self.__price_to_earnings = value @property def order_depth(self) -> float: """Order book depth level of the corresponding ask or bid.""" return self.__order_depth @order_depth.setter def order_depth(self, value: float): self._property_changed('order_depth') self.__order_depth = value @property def ann_yield3_month(self) -> float: """Calculates the total return for 3 months, representing past performance.""" return self.__ann_yield3_month @ann_yield3_month.setter def ann_yield3_month(self, value: float): self._property_changed('ann_yield3_month') self.__ann_yield3_month = value @property def net_flow_std(self) -> float: """Net flow for the asset in standard deviations.""" return self.__net_flow_std @net_flow_std.setter def net_flow_std(self, value: float): self._property_changed('net_flow_std') self.__net_flow_std = value @property def encoded_stats(self) -> str: """Asset stats object in json format.""" return self.__encoded_stats @encoded_stats.setter def encoded_stats(self, value: str): self._property_changed('encoded_stats') self.__encoded_stats = value @property def buy5bps(self) -> float: """The amount GS would buy for 5 bps charge.""" return self.__buy5bps @buy5bps.setter def buy5bps(self, value: float): self._property_changed('buy5bps') self.__buy5bps = value @property def run_time(self) -> float: """Time that a run of the QA checker took.""" return self.__run_time @run_time.setter def run_time(self, value: float): self._property_changed('run_time') self.__run_time = value @property def ask_size(self) -> float: """The number of shares, lots, or contracts willing to sell at the Ask price.""" return self.__ask_size @ask_size.setter def ask_size(self, value: float): self._property_changed('ask_size') self.__ask_size = value @property def absolute_return_mtd(self) -> float: """Absolute Return Month to Date.""" return self.__absolute_return_mtd @absolute_return_mtd.setter def absolute_return_mtd(self, value: float): self._property_changed('absolute_return_mtd') self.__absolute_return_mtd = value @property def std30_days_unsubsidized_yield(self) -> float: """Average annual total returns as of most recent calendar quarter-end.""" return self.__std30_days_unsubsidized_yield @std30_days_unsubsidized_yield.setter def std30_days_unsubsidized_yield(self, value: float): self._property_changed('std30_days_unsubsidized_yield') self.__std30_days_unsubsidized_yield = value @property def resource(self) -> str: """The event resource. For example: Asset""" return self.__resource @resource.setter def resource(self, value: str): self._property_changed('resource') self.__resource = value @property def average_realized_volatility(self) -> float: """Average volatility of an asset realized by observations of market prices.""" return self.__average_realized_volatility @average_realized_volatility.setter def average_realized_volatility(self, value: float): self._property_changed('average_realized_volatility') self.__average_realized_volatility = value @property def trace_adv_buy(self) -> float: """TRACE ADV for the buy side.""" return self.__trace_adv_buy @trace_adv_buy.setter def trace_adv_buy(self, value: float): self._property_changed('trace_adv_buy') self.__trace_adv_buy = value @property def new_confirmed(self) -> float: """New cofirmed cases.""" return self.__new_confirmed @new_confirmed.setter def new_confirmed(self, value: float): self._property_changed('new_confirmed') self.__new_confirmed = value @property def sell8bps(self) -> float: """The amount GS would sell for 8 bps charge.""" return self.__sell8bps @sell8bps.setter def sell8bps(self, value: float): self._property_changed('sell8bps') self.__sell8bps = value @property def bid_price(self) -> float: """Latest Bid Price (price willing to buy).""" return self.__bid_price @bid_price.setter def bid_price(self, value: float): self._property_changed('bid_price') self.__bid_price = value @property def sell8point5bps(self) -> float: """The amount GS would sell for 8.5 bps charge.""" return self.__sell8point5bps @sell8point5bps.setter def sell8point5bps(self, value: float): self._property_changed('sell8point5bps') self.__sell8point5bps = value @property def target_price_unrealized_bps(self) -> float: """Unrealised performance vs Target Price, in bps.""" return self.__target_price_unrealized_bps @target_price_unrealized_bps.setter def target_price_unrealized_bps(self, value: float): self._property_changed('target_price_unrealized_bps') self.__target_price_unrealized_bps = value @property def es_numeric_percentile(self) -> float: """A percentile that captures a company's E&S numeric ranking within its subsector.""" return self.__es_numeric_percentile @es_numeric_percentile.setter def es_numeric_percentile(self, value: float): self._property_changed('es_numeric_percentile') self.__es_numeric_percentile = value @property def leg2_underlying_asset(self) -> str: """The asset, reference asset, or reference obligation for payments of a party???s obligations under the SB swap transaction reference.""" return self.__leg2_underlying_asset @leg2_underlying_asset.setter def leg2_underlying_asset(self, value: str): self._property_changed('leg2_underlying_asset') self.__leg2_underlying_asset = value @property def csa_terms(self) -> str: """Identifier of terms or rules under which collateral is posted or transferred between swap counterparties (e.g. ccy-1 means LCH clearing with collateral in currency ccy).""" return self.__csa_terms @csa_terms.setter def csa_terms(self, value: str): self._property_changed('csa_terms') self.__csa_terms = value @property def relative_payoff_mtd(self) -> float: """Total win divided by total loss Month to date.""" return self.__relative_payoff_mtd @relative_payoff_mtd.setter def relative_payoff_mtd(self, value: float): self._property_changed('relative_payoff_mtd') self.__relative_payoff_mtd = value @property def daily_net_shareholder_flows(self) -> float: """Cash dividends paid daily.""" return self.__daily_net_shareholder_flows @daily_net_shareholder_flows.setter def daily_net_shareholder_flows(self, value: float): self._property_changed('daily_net_shareholder_flows') self.__daily_net_shareholder_flows = value @property def buy2point5bps(self) -> float: """The amount GS would buy for 2.5 bps charge.""" return self.__buy2point5bps @buy2point5bps.setter def buy2point5bps(self, value: float): self._property_changed('buy2point5bps') self.__buy2point5bps = value @property def cai(self) -> float: """Current Activity Indicator (CAI) and Current Activity Indicator Innovations (CAII) for each of the world's large economies and many smaller ones, as well as aggregate CAIs and CAIIs for regions.""" return self.__cai @cai.setter def cai(self, value: float): self._property_changed('cai') self.__cai = value @property def executed_notional_usd(self) -> float: """Executed notional in USD.""" return self.__executed_notional_usd @executed_notional_usd.setter def executed_notional_usd(self, value: float): self._property_changed('executed_notional_usd') self.__executed_notional_usd = value @property def system_time(self) -> datetime.datetime: """Time at which an event took place in the system. ISO 8601 formatted string.""" return self.__system_time @system_time.setter def system_time(self, value: datetime.datetime): self._property_changed('system_time') self.__system_time = value @property def total_home_isolation(self) -> float: """Total number of cases in home isolation.""" return self.__total_home_isolation @total_home_isolation.setter def total_home_isolation(self, value: float): self._property_changed('total_home_isolation') self.__total_home_isolation = value @property def station_name(self) -> str: """The name of weather station where data is recorded/forecast.""" return self.__station_name @station_name.setter def station_name(self, value: str): self._property_changed('station_name') self.__station_name = value @property def pass_pct(self) -> float: """Pass percentage.""" return self.__pass_pct @pass_pct.setter def pass_pct(self, value: float): self._property_changed('pass_pct') self.__pass_pct = value @property def opening_report(self) -> str: """Report that was published when the trade idea was opened.""" return self.__opening_report @opening_report.setter def opening_report(self, value: str): self._property_changed('opening_report') self.__opening_report = value @property def midcurve_atm_fwd_rate(self) -> float: """Midcurve ATM forward rate.""" return self.__midcurve_atm_fwd_rate @midcurve_atm_fwd_rate.setter def midcurve_atm_fwd_rate(self, value: float): self._property_changed('midcurve_atm_fwd_rate') self.__midcurve_atm_fwd_rate = value @property def precipitation_forecast(self) -> float: """The forecast value for precipitation.""" return self.__precipitation_forecast @precipitation_forecast.setter def precipitation_forecast(self, value: float): self._property_changed('precipitation_forecast') self.__precipitation_forecast = value @property def equity_risk_premium_index(self) -> float: """Equity risk premium index: difference between cost of equity and 10y treasury yield.""" return self.__equity_risk_premium_index @equity_risk_premium_index.setter def equity_risk_premium_index(self, value: float): self._property_changed('equity_risk_premium_index') self.__equity_risk_premium_index = value @property def fatalities_underlying_conditions_unknown(self) -> float: """Total number of fatalities of people that it is unknown whether they had underlying conditions.""" return self.__fatalities_underlying_conditions_unknown @fatalities_underlying_conditions_unknown.setter def fatalities_underlying_conditions_unknown(self, value: float): self._property_changed('fatalities_underlying_conditions_unknown') self.__fatalities_underlying_conditions_unknown = value @property def buy12bps(self) -> float: """The amount GS would buy for 12 bps charge.""" return self.__buy12bps @buy12bps.setter def buy12bps(self, value: float): self._property_changed('buy12bps') self.__buy12bps = value @property def clearing_house(self) -> str: """Swap Clearing House""" return self.__clearing_house @clearing_house.setter def clearing_house(self, value: str): self._property_changed('clearing_house') self.__clearing_house = value @property def day_close_unrealized_bps(self) -> float: """Unrealized performance vs Close, in bps.""" return self.__day_close_unrealized_bps @day_close_unrealized_bps.setter def day_close_unrealized_bps(self, value: float): self._property_changed('day_close_unrealized_bps') self.__day_close_unrealized_bps = value @property def sts_rates_maturity(self) -> str: """Risk maturity bucket for STS assets.""" return self.__sts_rates_maturity @sts_rates_maturity.setter def sts_rates_maturity(self, value: str): self._property_changed('sts_rates_maturity') self.__sts_rates_maturity = value @property def liq_dly(self) -> float: """Percent of assets that could be quickly and easily converted into investable cash without loss of value within a day.""" return self.__liq_dly @liq_dly.setter def liq_dly(self, value: float): self._property_changed('liq_dly') self.__liq_dly = value @property def contributor_role(self) -> str: """Role (specialist / generalist..) of a contributor.""" return self.__contributor_role @contributor_role.setter def contributor_role(self, value: str): self._property_changed('contributor_role') self.__contributor_role = value @property def total_fatalities(self) -> float: """Total number of fatalities.""" return self.__total_fatalities @total_fatalities.setter def total_fatalities(self, value: float): self._property_changed('total_fatalities') self.__total_fatalities = value class IndexCurveShift(Scenario): """A scenario to manipulate index curve shape""" @camel_case_translate def __init__( self, market_data_pattern: MarketDataPattern = None, annualised_parallel_shift: float = None, annualised_slope_shift: float = None, cutoff: float = None, floor: float = None, tenor: str = None, rate_option: str = None, bucket_shift: float = None, bucket_start: datetime.date = None, bucket_end: datetime.date = None, name: str = None ): super().__init__() self.market_data_pattern = market_data_pattern self.annualised_parallel_shift = annualised_parallel_shift self.annualised_slope_shift = annualised_slope_shift self.cutoff = cutoff self.floor = floor self.tenor = tenor self.rate_option = rate_option self.bucket_shift = bucket_shift self.bucket_start = bucket_start self.bucket_end = bucket_end self.name = name @property def scenario_type(self) -> str: """IndexCurveShift""" return 'IndexCurveShift' @property def market_data_pattern(self) -> MarketDataPattern: """Market pattern for matching curve assets""" return self.__market_data_pattern @market_data_pattern.setter def market_data_pattern(self, value: MarketDataPattern): self._property_changed('market_data_pattern') self.__market_data_pattern = value @property def annualised_parallel_shift(self) -> float: """Size of the parallel shift (in bps/year)""" return self.__annualised_parallel_shift @annualised_parallel_shift.setter def annualised_parallel_shift(self, value: float): self._property_changed('annualised_parallel_shift') self.__annualised_parallel_shift = value @property def annualised_slope_shift(self) -> float: """Size of the slope shift (in bps/year)""" return self.__annualised_slope_shift @annualised_slope_shift.setter def annualised_slope_shift(self, value: float): self._property_changed('annualised_slope_shift') self.__annualised_slope_shift = value @property def cutoff(self) -> float: """The cutoff point (in years)""" return self.__cutoff @cutoff.setter def cutoff(self, value: float): self._property_changed('cutoff') self.__cutoff = value @property def floor(self) -> float: """The floor value (in bps)""" return self.__floor @floor.setter def floor(self, value: float): self._property_changed('floor') self.__floor = value @property def tenor(self) -> str: """Tenor of rate option to which shock is applied""" return self.__tenor @tenor.setter def tenor(self, value: str): self._property_changed('tenor') self.__tenor = value @property def rate_option(self) -> str: """Rate option to which shock is applied""" return self.__rate_option @rate_option.setter def rate_option(self, value: str): self._property_changed('rate_option') self.__rate_option = value @property def bucket_shift(self) -> float: """Size of the bucket shift (in bps)""" return self.__bucket_shift @bucket_shift.setter def bucket_shift(self, value: float): self._property_changed('bucket_shift') self.__bucket_shift = value @property def bucket_start(self) -> datetime.date: """The start date of the custom bucket""" return self.__bucket_start @bucket_start.setter def bucket_start(self, value: datetime.date): self._property_changed('bucket_start') self.__bucket_start = value @property def bucket_end(self) -> datetime.date: """The end date of the custom bucket""" return self.__bucket_end @bucket_end.setter def bucket_end(self, value: datetime.date): self._property_changed('bucket_end') self.__bucket_end = value class MarketDataPatternAndShock(Base): """A shock to apply to market coordinate values matching the supplied pattern""" @camel_case_translate def __init__( self, pattern: MarketDataPattern, shock: MarketDataShock, name: str = None ): super().__init__() self.pattern = pattern self.shock = shock self.name = name @property def pattern(self) -> MarketDataPattern: """A pattern used to match market coordinates""" return self.__pattern @pattern.setter def pattern(self, value: MarketDataPattern): self._property_changed('pattern') self.__pattern = value @property def shock(self) -> MarketDataShock: """A shock to apply to market coordinate values""" return self.__shock @shock.setter def shock(self, value: MarketDataShock): self._property_changed('shock') self.__shock = value class PCOExposureLeg(Base): """Parameters required for PCO Exposure Leg""" @camel_case_translate def __init__( self, local_to_base_rate: str = None, local_nav_limits: Tuple[str, ...] = None, base_nav_limits: Tuple[str, ...] = None, all_approved_hedge_ratio: str = None, show_all_approved_hedge_ratio: bool = None, hedge_ratio: str = None, exposure_ratio: str = None, local_currency: Union[Currency, str] = None, target_ratio: str = None, benchmark: PCOBenchmark = None, long_rebalance_threshold: str = None, short_rebalance_threshold: str = None, auto_roll: bool = None, name: str = None ): super().__init__() self.local_to_base_rate = local_to_base_rate self.local_nav_limits = local_nav_limits self.base_nav_limits = base_nav_limits self.all_approved_hedge_ratio = all_approved_hedge_ratio self.show_all_approved_hedge_ratio = show_all_approved_hedge_ratio self.hedge_ratio = hedge_ratio self.exposure_ratio = exposure_ratio self.local_currency = local_currency self.target_ratio = target_ratio self.benchmark = benchmark self.long_rebalance_threshold = long_rebalance_threshold self.short_rebalance_threshold = short_rebalance_threshold self.auto_roll = auto_roll self.name = name @property def local_to_base_rate(self) -> str: """Previously day FX spot rates for each currency pair""" return self.__local_to_base_rate @local_to_base_rate.setter def local_to_base_rate(self, value: str): self._property_changed('local_to_base_rate') self.__local_to_base_rate = value @property def local_nav_limits(self) -> Tuple[str, ...]: """Net Asset Value limits for local currency""" return self.__local_nav_limits @local_nav_limits.setter def local_nav_limits(self, value: Tuple[str, ...]): self._property_changed('local_nav_limits') self.__local_nav_limits = value @property def base_nav_limits(self) -> Tuple[str, ...]: """Net Asset Value limits for base currency""" return self.__base_nav_limits @base_nav_limits.setter def base_nav_limits(self, value: Tuple[str, ...]): self._property_changed('base_nav_limits') self.__base_nav_limits = value @property def all_approved_hedge_ratio(self) -> str: """Projected hedge ratio""" return self.__all_approved_hedge_ratio @all_approved_hedge_ratio.setter def all_approved_hedge_ratio(self, value: str): self._property_changed('all_approved_hedge_ratio') self.__all_approved_hedge_ratio = value @property def show_all_approved_hedge_ratio(self) -> bool: """If UI displays projected hedge ratio""" return self.__show_all_approved_hedge_ratio @show_all_approved_hedge_ratio.setter def show_all_approved_hedge_ratio(self, value: bool): self._property_changed('show_all_approved_hedge_ratio') self.__show_all_approved_hedge_ratio = value @property def hedge_ratio(self) -> str: """Ratio of target exposure that is intended to be hedged""" return self.__hedge_ratio @hedge_ratio.setter def hedge_ratio(self, value: str): self._property_changed('hedge_ratio') self.__hedge_ratio = value @property def exposure_ratio(self) -> str: """Exposure ratio""" return self.__exposure_ratio @exposure_ratio.setter def exposure_ratio(self, value: str): self._property_changed('exposure_ratio') self.__exposure_ratio = value @property def local_currency(self) -> Union[Currency, str]: """Local currency""" return self.__local_currency @local_currency.setter def local_currency(self, value: Union[Currency, str]): self._property_changed('local_currency') self.__local_currency = get_enum_value(Currency, value) @property def target_ratio(self) -> str: """Target hedge ratio for each currency""" return self.__target_ratio @target_ratio.setter def target_ratio(self, value: str): self._property_changed('target_ratio') self.__target_ratio = value @property def benchmark(self) -> PCOBenchmark: """Benchmark used for each currency""" return self.__benchmark @benchmark.setter def benchmark(self, value: PCOBenchmark): self._property_changed('benchmark') self.__benchmark = value @property def long_rebalance_threshold(self) -> str: """Long threshold for TNA adjustment for each currency""" return self.__long_rebalance_threshold @long_rebalance_threshold.setter def long_rebalance_threshold(self, value: str): self._property_changed('long_rebalance_threshold') self.__long_rebalance_threshold = value @property def short_rebalance_threshold(self) -> str: """Short threshold for TNA adjustment for each currency""" return self.__short_rebalance_threshold @short_rebalance_threshold.setter def short_rebalance_threshold(self, value: str): self._property_changed('short_rebalance_threshold') self.__short_rebalance_threshold = value @property def auto_roll(self) -> bool: """Whether roll orders will be automatically generated for each currency""" return self.__auto_roll @auto_roll.setter def auto_roll(self, value: bool): self._property_changed('auto_roll') self.__auto_roll = value class CSLScheduleArray(Base): """An array of schedules""" @camel_case_translate def __init__( self, schedule_values: Tuple[CSLSchedule, ...] = None, name: str = None ): super().__init__() self.schedule_values = schedule_values self.name = name @property def schedule_values(self) -> Tuple[CSLSchedule, ...]: """A schedule""" return self.__schedule_values @schedule_values.setter def schedule_values(self, value: Tuple[CSLSchedule, ...]): self._property_changed('schedule_values') self.__schedule_values = value class LiquidityRequest(Base): """Required parameters in order to get liquidity information on a set of positions""" @camel_case_translate def __init__( self, notional: float = None, positions: dict = None, risk_model: str = None, date: datetime.date = None, currency: Union[Currency, str] = None, participation_rate: float = None, execution_horizon: float = None, execution_start_time: datetime.datetime = None, execution_end_time: datetime.datetime = None, benchmark_id: str = None, measures: Tuple[Union[LiquidityMeasure, str], ...] = None, time_series_benchmark_ids: Tuple[str, ...] = None, time_series_start_date: datetime.date = None, time_series_end_date: datetime.date = None, format_: Union[Format, str] = None, report_parameters: LiquidityReportParameters = None, explode_positions: bool = False, name: str = None ): super().__init__() self.notional = notional self.positions = positions self.risk_model = risk_model self.date = date self.currency = currency self.participation_rate = participation_rate self.execution_horizon = execution_horizon self.execution_start_time = execution_start_time self.execution_end_time = execution_end_time self.benchmark_id = benchmark_id self.measures = measures self.time_series_benchmark_ids = time_series_benchmark_ids self.time_series_start_date = time_series_start_date self.time_series_end_date = time_series_end_date self.__format = get_enum_value(Format, format_) self.report_parameters = report_parameters self.explode_positions = explode_positions self.name = name @property def notional(self) -> float: """Notional value of the positions.""" return self.__notional @notional.setter def notional(self, value: float): self._property_changed('notional') self.__notional = value @property def positions(self) -> dict: """A set of quantity or weighted positions.""" return self.__positions @positions.setter def positions(self, value: dict): self._property_changed('positions') self.__positions = value @property def risk_model(self) -> str: """Marquee unique risk model identifier""" return self.__risk_model @risk_model.setter def risk_model(self, value: str): self._property_changed('risk_model') self.__risk_model = value @property def date(self) -> datetime.date: """ISO 8601-formatted date""" return self.__date @date.setter def date(self, value: datetime.date): self._property_changed('date') self.__date = value @property def currency(self) -> Union[Currency, str]: """Currency, ISO 4217 currency code or exchange quote modifier (e.g. GBP vs GBp)""" return self.__currency @currency.setter def currency(self, value: Union[Currency, str]): self._property_changed('currency') self.__currency = get_enum_value(Currency, value) @property def participation_rate(self) -> float: return self.__participation_rate @participation_rate.setter def participation_rate(self, value: float): self._property_changed('participation_rate') self.__participation_rate = value @property def execution_horizon(self) -> float: return self.__execution_horizon @execution_horizon.setter def execution_horizon(self, value: float): self._property_changed('execution_horizon') self.__execution_horizon = value @property def execution_start_time(self) -> datetime.datetime: """ISO 8601-formatted timestamp""" return self.__execution_start_time @execution_start_time.setter def execution_start_time(self, value: datetime.datetime): self._property_changed('execution_start_time') self.__execution_start_time = value @property def execution_end_time(self) -> datetime.datetime: """ISO 8601-formatted timestamp""" return self.__execution_end_time @execution_end_time.setter def execution_end_time(self, value: datetime.datetime): self._property_changed('execution_end_time') self.__execution_end_time = value @property def benchmark_id(self) -> str: """Marquee unique asset identifier of the benchmark.""" return self.__benchmark_id @benchmark_id.setter def benchmark_id(self, value: str): self._property_changed('benchmark_id') self.__benchmark_id = value @property def measures(self) -> Tuple[Union[LiquidityMeasure, str], ...]: return self.__measures @measures.setter def measures(self, value: Tuple[Union[LiquidityMeasure, str], ...]): self._property_changed('measures') self.__measures = value @property def time_series_benchmark_ids(self) -> Tuple[str, ...]: """Marquee unique identifiers of assets to be used as benchmarks.""" return self.__time_series_benchmark_ids @time_series_benchmark_ids.setter def time_series_benchmark_ids(self, value: Tuple[str, ...]): self._property_changed('time_series_benchmark_ids') self.__time_series_benchmark_ids = value @property def time_series_start_date(self) -> datetime.date: """ISO 8601-formatted date""" return self.__time_series_start_date @time_series_start_date.setter def time_series_start_date(self, value: datetime.date): self._property_changed('time_series_start_date') self.__time_series_start_date = value @property def time_series_end_date(self) -> datetime.date: """ISO 8601-formatted date""" return self.__time_series_end_date @time_series_end_date.setter def time_series_end_date(self, value: datetime.date): self._property_changed('time_series_end_date') self.__time_series_end_date = value @property def format(self) -> Union[Format, str]: """Alternative format for data to be returned in""" return self.__format @format.setter def format(self, value: Union[Format, str]): self._property_changed('format') self.__format = get_enum_value(Format, value) @property def report_parameters(self) -> LiquidityReportParameters: """Parameters to be used on liquidity reports""" return self.__report_parameters @report_parameters.setter def report_parameters(self, value: LiquidityReportParameters): self._property_changed('report_parameters') self.__report_parameters = value @property def explode_positions(self) -> bool: """Flag determining whether the positions should be exploded before doing calculations.""" return self.__explode_positions @explode_positions.setter def explode_positions(self, value: bool): self._property_changed('explode_positions') self.__explode_positions = value class MarketDataShockBasedScenario(Scenario): """A scenario comprised of user-defined market data shocks""" @camel_case_translate def __init__( self, shocks: Tuple[MarketDataPatternAndShock, ...], name: str = None ): super().__init__() self.shocks = shocks self.name = name @property def scenario_type(self) -> str: """MarketDataShockBasedScenario""" return 'MarketDataShockBasedScenario' @property def shocks(self) -> Tuple[MarketDataPatternAndShock, ...]: """A shock to apply to market coordinate values matching the supplied pattern""" return self.__shocks @shocks.setter def shocks(self, value: Tuple[MarketDataPatternAndShock, ...]): self._property_changed('shocks') self.__shocks = value class OverlayMarket(Base): """A market with explicit coordinate values overlayed over a base market""" @camel_case_translate def __init__( self, base_market: Union[CloseMarket, LiveMarket, TimestampedMarket], market_data: Tuple[MarketDataCoordinateValue, ...], name: str = None ): super().__init__() self.base_market = base_market self.market_data = market_data self.name = name @property def market_type(self) -> str: """OverlayMarket""" return 'OverlayMarket' @property def base_market(self) -> Union[CloseMarket, LiveMarket, TimestampedMarket]: """The base market""" return self.__base_market @base_market.setter def base_market(self, value: Union[CloseMarket, LiveMarket, TimestampedMarket]): self._property_changed('base_market') self.__base_market = value @property def market_data(self) -> Tuple[MarketDataCoordinateValue, ...]: """Market data to overlay over the base market""" return self.__market_data @market_data.setter def market_data(self, value: Tuple[MarketDataCoordinateValue, ...]): self._property_changed('market_data') self.__market_data = value class PCOExposure(Base): """Parameters required for PCO Exposure""" @camel_case_translate def __init__( self, last_data_updated_date_time: datetime.datetime = None, nav_includes_fx_hedges: bool = None, use_fx_rate_on_base_fx_forward: bool = None, last_generate_orders_date_time: datetime.datetime = None, legs: Tuple[PCOExposureLeg, ...] = None, adjustments: PCOExposureAdjustments = None, ratio_mode: str = None, hedge_calc_currency: Union[PCOCurrencyType, str] = None, name: str = None ): super().__init__() self.last_data_updated_date_time = last_data_updated_date_time self.nav_includes_fx_hedges = nav_includes_fx_hedges self.use_fx_rate_on_base_fx_forward = use_fx_rate_on_base_fx_forward self.last_generate_orders_date_time = last_generate_orders_date_time self.legs = legs self.adjustments = adjustments self.ratio_mode = ratio_mode self.hedge_calc_currency = hedge_calc_currency self.name = name @property def last_data_updated_date_time(self) -> datetime.datetime: """Last time when data was updated""" return self.__last_data_updated_date_time @last_data_updated_date_time.setter def last_data_updated_date_time(self, value: datetime.datetime): self._property_changed('last_data_updated_date_time') self.__last_data_updated_date_time = value @property def nav_includes_fx_hedges(self) -> bool: """Whether Net Asset Value includes FX hedges""" return self.__nav_includes_fx_hedges @nav_includes_fx_hedges.setter def nav_includes_fx_hedges(self, value: bool): self._property_changed('nav_includes_fx_hedges') self.__nav_includes_fx_hedges = value @property def use_fx_rate_on_base_fx_forward(self) -> bool: """Use open hedge in notional of base currency or local currency""" return self.__use_fx_rate_on_base_fx_forward @use_fx_rate_on_base_fx_forward.setter def use_fx_rate_on_base_fx_forward(self, value: bool): self._property_changed('use_fx_rate_on_base_fx_forward') self.__use_fx_rate_on_base_fx_forward = value @property def last_generate_orders_date_time(self) -> datetime.datetime: """Last time when orders are generated""" return self.__last_generate_orders_date_time @last_generate_orders_date_time.setter def last_generate_orders_date_time(self, value: datetime.datetime): self._property_changed('last_generate_orders_date_time') self.__last_generate_orders_date_time = value @property def legs(self) -> Tuple[PCOExposureLeg, ...]: """Exposure details for each leg""" return self.__legs @legs.setter def legs(self, value: Tuple[PCOExposureLeg, ...]): self._property_changed('legs') self.__legs = value @property def adjustments(self) -> PCOExposureAdjustments: """Exposure adjustments""" return self.__adjustments @adjustments.setter def adjustments(self, value: PCOExposureAdjustments): self._property_changed('adjustments') self.__adjustments = value @property def ratio_mode(self) -> str: """One of hedge ratio or exposure ratio""" return self.__ratio_mode @ratio_mode.setter def ratio_mode(self, value: str): self._property_changed('ratio_mode') self.__ratio_mode = value @property def hedge_calc_currency(self) -> Union[PCOCurrencyType, str]: """One of Local and Base""" return self.__hedge_calc_currency @hedge_calc_currency.setter def hedge_calc_currency(self, value: Union[PCOCurrencyType, str]): self._property_changed('hedge_calc_currency') self.__hedge_calc_currency = get_enum_value(PCOCurrencyType, value) class PositionSet(Base): @camel_case_translate def __init__( self, positions: Tuple[Position, ...], position_date: datetime.date, id_: str = None, last_update_time: datetime.datetime = None, type_: str = None, divisor: float = None, last_updated_time: datetime.datetime = None, name: str = None ): super().__init__() self.__id = id_ self.position_date = position_date self.last_update_time = last_update_time self.positions = positions self.__type = type_ self.divisor = divisor self.last_updated_time = last_updated_time self.name = name @property def id(self) -> str: """Unique identifier""" return self.__id @id.setter def id(self, value: str): self._property_changed('id') self.__id = value @property def position_date(self) -> datetime.date: """ISO 8601-formatted date""" return self.__position_date @position_date.setter def position_date(self, value: datetime.date): self._property_changed('position_date') self.__position_date = value @property def last_update_time(self) -> datetime.datetime: """ISO 8601-formatted timestamp""" return self.__last_update_time @last_update_time.setter def last_update_time(self, value: datetime.datetime): self._property_changed('last_update_time') self.__last_update_time = value @property def positions(self) -> Tuple[Position, ...]: """Array of quantity position objects.""" return self.__positions @positions.setter def positions(self, value: Tuple[Position, ...]): self._property_changed('positions') self.__positions = value @property def type(self) -> str: """The composition type of a Portfolio""" return self.__type @type.setter def type(self, value: str): self._property_changed('type') self.__type = value @property def divisor(self) -> float: """optional index divisor for a position set""" return self.__divisor @divisor.setter def divisor(self, value: float): self._property_changed('divisor') self.__divisor = value @property def last_updated_time(self) -> datetime.datetime: """Timestamp of when the object was last updated.""" return self.__last_updated_time @last_updated_time.setter def last_updated_time(self, value: datetime.datetime): self._property_changed('last_updated_time') self.__last_updated_time = value class RelativeMarket(Base): """Market for pricing between two states (e.g. for PnlExplain)""" @camel_case_translate def __init__( self, from_market: Union[OverlayMarket, Union[CloseMarket, LiveMarket, TimestampedMarket]], to_market: Union[OverlayMarket, Union[CloseMarket, LiveMarket, TimestampedMarket]], name: str = None ): super().__init__() self.from_market = from_market self.to_market = to_market self.name = name @property def market_type(self) -> str: """RelativeMarket""" return 'RelativeMarket' @property def from_market(self) -> Union[OverlayMarket, Union[CloseMarket, LiveMarket, TimestampedMarket]]: """The base market""" return self.__from_market @from_market.setter def from_market(self, value: Union[OverlayMarket, Union[CloseMarket, LiveMarket, TimestampedMarket]]): self._property_changed('from_market') self.__from_market = value @property def to_market(self) -> Union[OverlayMarket, Union[CloseMarket, LiveMarket, TimestampedMarket]]: """The target market""" return self.__to_market @to_market.setter def to_market(self, value: Union[OverlayMarket, Union[CloseMarket, LiveMarket, TimestampedMarket]]): self._property_changed('to_market') self.__to_market = value class PricingDateAndMarketDataAsOf(Base): """Pricing date and market data as of (date or time)""" @camel_case_translate def __init__( self, pricing_date: datetime.date, market_data_as_of: Union[datetime.date, datetime.datetime] = None, market: dict = None, name: str = None ): super().__init__() self.pricing_date = pricing_date self.market_data_as_of = market_data_as_of self.market = market self.name = name @property def pricing_date(self) -> datetime.date: """The date for which to perform the calculation""" return self.__pricing_date @pricing_date.setter def pricing_date(self, value: datetime.date): self._property_changed('pricing_date') self.__pricing_date = value @property def market_data_as_of(self) -> Union[datetime.date, datetime.datetime]: """The date or time to source market data""" return self.__market_data_as_of @market_data_as_of.setter def market_data_as_of(self, value: Union[datetime.date, datetime.datetime]): self._property_changed('market_data_as_of') self.__market_data_as_of = value @property def market(self) -> dict: """The market used for pricing""" return self.__market @market.setter def market(self, value: dict): self._property_changed('market') self.__market = value class RiskRequest(Base): """Object representation of a risk calculation request""" @camel_case_translate def __init__( self, positions: Tuple[RiskPosition, ...], measures: Tuple[RiskMeasure, ...], pricing_and_market_data_as_of: Tuple[PricingDateAndMarketDataAsOf, ...] = None, pricing_location: Union[PricingLocation, str] = None, wait_for_results: bool = False, scenario: MarketDataScenario = None, parameters: RiskRequestParameters = None, request_visible_to_gs: bool = False, name: str = None ): super().__init__() self.positions = positions self.measures = measures self.pricing_and_market_data_as_of = pricing_and_market_data_as_of self.pricing_location = pricing_location self.wait_for_results = wait_for_results self.scenario = scenario self.parameters = parameters self.request_visible_to_gs = request_visible_to_gs self.name = name @property def positions(self) -> Tuple[RiskPosition, ...]: """The positions on which to run the risk calculation""" return self.__positions @positions.setter def positions(self, value: Tuple[RiskPosition, ...]): self._property_changed('positions') self.__positions = value @property def measures(self) -> Tuple[RiskMeasure, ...]: """A collection of risk measures to compute. E.g. { 'measureType': 'Delta', 'assetClass': 'Equity'""" return self.__measures @measures.setter def measures(self, value: Tuple[RiskMeasure, ...]): self._property_changed('measures') self.__measures = value @property def pricing_and_market_data_as_of(self) -> Tuple[PricingDateAndMarketDataAsOf, ...]: """Pricing date and market data as of (date or time)""" return self.__pricing_and_market_data_as_of @pricing_and_market_data_as_of.setter def pricing_and_market_data_as_of(self, value: Tuple[PricingDateAndMarketDataAsOf, ...]): self._property_changed('pricing_and_market_data_as_of') self.__pricing_and_market_data_as_of = value @property def pricing_location(self) -> Union[PricingLocation, str]: """The location for pricing and market data""" return self.__pricing_location @pricing_location.setter def pricing_location(self, value: Union[PricingLocation, str]): self._property_changed('pricing_location') self.__pricing_location = get_enum_value(PricingLocation, value) @property def wait_for_results(self) -> bool: """For short-running requests this may be set to true and the results will be returned directly. If false, the response will contain the Id to retrieve the results""" return self.__wait_for_results @wait_for_results.setter def wait_for_results(self, value: bool): self._property_changed('wait_for_results') self.__wait_for_results = value @property def scenario(self) -> MarketDataScenario: """A market data scenario to apply to the calculation""" return self.__scenario @scenario.setter def scenario(self, value: MarketDataScenario): self._property_changed('scenario') self.__scenario = value @property def parameters(self) -> RiskRequestParameters: """Parameters for the risk request""" return self.__parameters @parameters.setter def parameters(self, value: RiskRequestParameters): self._property_changed('parameters') self.__parameters = value @property def request_visible_to_gs(self) -> bool: return self.__request_visible_to_gs @request_visible_to_gs.setter def request_visible_to_gs(self, value: bool): self._property_changed('request_visible_to_gs') self.__request_visible_to_gs = value class ReportParameters(Base): """Parameters specific to the report type""" @camel_case_translate def __init__( self, asset_class: Union[AssetClass, str] = None, transaction_cost_model: str = None, trading_cost: float = None, servicing_cost_long: float = None, servicing_cost_short: float = None, region: str = None, risk_model: str = None, fx_hedged: bool = None, publish_to_bloomberg: bool = None, publish_to_reuters: bool = None, publish_to_factset: bool = None, include_price_history: bool = None, index_update: bool = None, index_rebalance: bool = None, basket_action: Union[BasketAction, str] = None, api_domain: bool = None, initial_price: float = None, stock_level_exposures: bool = None, explode_positions: bool = None, scenario_id: str = None, scenario_ids: Tuple[str, ...] = None, scenario_group_id: str = None, scenario_type: Union[ScenarioType, str] = None, market_model_id: str = None, risk_measures: Tuple[RiskMeasure, ...] = None, initial_pricing_date: datetime.date = None, backcast: bool = None, risk_request: RiskRequest = None, participation_rate: float = None, approve_rebalance: bool = None, use_risk_request_batch_mode: bool = False, limited_access_assets: Tuple[str, ...] = None, corporate_action_restricted_assets: Tuple[str, ...] = None, backcast_dates: Tuple[datetime.date, ...] = None, base_currency: Union[Currency, str] = None, local_currency: Union[Currency, str] = None, fund_calendar: Union[PCOFundCalendar, str] = None, calculation_currency: Union[PCOCurrencyType, str] = None, hedge_settlement_interval: Tuple[PCOParameterValues, ...] = None, hedge_settlement_day: Tuple[PCOParameterValues, ...] = None, roll_horizon: Tuple[PCOParameterValues, ...] = None, pnl_currency: Tuple[PCOParameterValues, ...] = None, nav_publication_period: Tuple[PCOParameterValues, ...] = None, roll_date_zero_threshold: bool = None, unrealised_mark_to_market: PCOUnrealisedMarkToMarket = None, target_deviation: Tuple[PCOTargetDeviation, ...] = None, cash_balances: Tuple[PCOCashBalance, ...] = None, exposure: PCOExposure = None, settlements: Tuple[PCOSettlements, ...] = None, show_cash: bool = None, show_exposure: bool = None, name: str = None ): super().__init__() self.asset_class = asset_class self.transaction_cost_model = transaction_cost_model self.trading_cost = trading_cost self.servicing_cost_long = servicing_cost_long self.servicing_cost_short = servicing_cost_short self.region = region self.risk_model = risk_model self.fx_hedged = fx_hedged self.publish_to_bloomberg = publish_to_bloomberg self.publish_to_reuters = publish_to_reuters self.publish_to_factset = publish_to_factset self.include_price_history = include_price_history self.index_update = index_update self.index_rebalance = index_rebalance self.basket_action = basket_action self.api_domain = api_domain self.initial_price = initial_price self.stock_level_exposures = stock_level_exposures self.explode_positions = explode_positions self.scenario_id = scenario_id self.scenario_ids = scenario_ids self.scenario_group_id = scenario_group_id self.scenario_type = scenario_type self.market_model_id = market_model_id self.risk_measures = risk_measures self.initial_pricing_date = initial_pricing_date self.backcast = backcast self.risk_request = risk_request self.participation_rate = participation_rate self.approve_rebalance = approve_rebalance self.use_risk_request_batch_mode = use_risk_request_batch_mode self.limited_access_assets = limited_access_assets self.corporate_action_restricted_assets = corporate_action_restricted_assets self.backcast_dates = backcast_dates self.base_currency = base_currency self.local_currency = local_currency self.fund_calendar = fund_calendar self.calculation_currency = calculation_currency self.hedge_settlement_interval = hedge_settlement_interval self.hedge_settlement_day = hedge_settlement_day self.roll_horizon = roll_horizon self.pnl_currency = pnl_currency self.nav_publication_period = nav_publication_period self.roll_date_zero_threshold = roll_date_zero_threshold self.unrealised_mark_to_market = unrealised_mark_to_market self.target_deviation = target_deviation self.cash_balances = cash_balances self.exposure = exposure self.settlements = settlements self.show_cash = show_cash self.show_exposure = show_exposure self.name = name @property def asset_class(self) -> Union[AssetClass, str]: """Asset classification of security. Assets are classified into broad groups which exhibit similar characteristics and behave in a consistent way under different market conditions""" return self.__asset_class @asset_class.setter def asset_class(self, value: Union[AssetClass, str]): self._property_changed('asset_class') self.__asset_class = get_enum_value(AssetClass, value) @property def transaction_cost_model(self) -> str: """Determines which model to use""" return self.__transaction_cost_model @transaction_cost_model.setter def transaction_cost_model(self, value: str): self._property_changed('transaction_cost_model') self.__transaction_cost_model = value @property def trading_cost(self) -> float: """bps cost to execute delta""" return self.__trading_cost @trading_cost.setter def trading_cost(self, value: float): self._property_changed('trading_cost') self.__trading_cost = value @property def servicing_cost_long(self) -> float: """bps cost to fund long positions""" return self.__servicing_cost_long @servicing_cost_long.setter def servicing_cost_long(self, value: float): self._property_changed('servicing_cost_long') self.__servicing_cost_long = value @property def servicing_cost_short(self) -> float: """bps cost to fund short positions""" return self.__servicing_cost_short @servicing_cost_short.setter def servicing_cost_short(self, value: float): self._property_changed('servicing_cost_short') self.__servicing_cost_short = value @property def region(self) -> str: """The region of the report""" return self.__region @region.setter def region(self, value: str): self._property_changed('region') self.__region = value @property def risk_model(self) -> str: """Marquee unique risk model identifier""" return self.__risk_model @risk_model.setter def risk_model(self, value: str): self._property_changed('risk_model') self.__risk_model = value @property def fx_hedged(self) -> bool: """Assume portfolio is FX Hedged""" return self.__fx_hedged @fx_hedged.setter def fx_hedged(self, value: bool): self._property_changed('fx_hedged') self.__fx_hedged = value @property def publish_to_bloomberg(self) -> bool: """Publish Basket to Bloomberg""" return self.__publish_to_bloomberg @publish_to_bloomberg.setter def publish_to_bloomberg(self, value: bool): self._property_changed('publish_to_bloomberg') self.__publish_to_bloomberg = value @property def publish_to_reuters(self) -> bool: """Publish Basket to Reuters""" return self.__publish_to_reuters @publish_to_reuters.setter def publish_to_reuters(self, value: bool): self._property_changed('publish_to_reuters') self.__publish_to_reuters = value @property def publish_to_factset(self) -> bool: """Publish Basket to Factset""" return self.__publish_to_factset @publish_to_factset.setter def publish_to_factset(self, value: bool): self._property_changed('publish_to_factset') self.__publish_to_factset = value @property def include_price_history(self) -> bool: """Include full price history""" return self.__include_price_history @include_price_history.setter def include_price_history(self, value: bool): self._property_changed('include_price_history') self.__include_price_history = value @property def index_update(self) -> bool: """Update the basket""" return self.__index_update @index_update.setter def index_update(self, value: bool): self._property_changed('index_update') self.__index_update = value @property def index_rebalance(self) -> bool: """Rebalance the basket""" return self.__index_rebalance @index_rebalance.setter def index_rebalance(self, value: bool): self._property_changed('index_rebalance') self.__index_rebalance = value @property def basket_action(self) -> Union[BasketAction, str]: """Indicates which basket action triggered the report""" return self.__basket_action @basket_action.setter def basket_action(self, value: Union[BasketAction, str]): self._property_changed('basket_action') self.__basket_action = get_enum_value(BasketAction, value) @property def api_domain(self) -> bool: """Indicates if report is triggered from ui/api call""" return self.__api_domain @api_domain.setter def api_domain(self, value: bool): self._property_changed('api_domain') self.__api_domain = value @property def initial_price(self) -> float: """Initial price for the position set""" return self.__initial_price @initial_price.setter def initial_price(self, value: float): self._property_changed('initial_price') self.__initial_price = value @property def stock_level_exposures(self) -> bool: """Publish stock level exposures""" return self.__stock_level_exposures @stock_level_exposures.setter def stock_level_exposures(self, value: bool): self._property_changed('stock_level_exposures') self.__stock_level_exposures = value @property def explode_positions(self) -> bool: """Whether to explode positions during risk run""" return self.__explode_positions @explode_positions.setter def explode_positions(self, value: bool): self._property_changed('explode_positions') self.__explode_positions = value @property def scenario_id(self) -> str: """Marquee unique scenario identifier""" return self.__scenario_id @scenario_id.setter def scenario_id(self, value: str): self._property_changed('scenario_id') self.__scenario_id = value @property def scenario_ids(self) -> Tuple[str, ...]: """Array of scenario identifiers related to the object""" return self.__scenario_ids @scenario_ids.setter def scenario_ids(self, value: Tuple[str, ...]): self._property_changed('scenario_ids') self.__scenario_ids = value @property def scenario_group_id(self) -> str: """Marquee unique scenario group identifier""" return self.__scenario_group_id @scenario_group_id.setter def scenario_group_id(self, value: str): self._property_changed('scenario_group_id') self.__scenario_group_id = value @property def scenario_type(self) -> Union[ScenarioType, str]: """Type of Scenario""" return self.__scenario_type @scenario_type.setter def scenario_type(self, value: Union[ScenarioType, str]): self._property_changed('scenario_type') self.__scenario_type = get_enum_value(ScenarioType, value) @property def market_model_id(self) -> str: """Marquee unique market model identifier""" return self.__market_model_id @market_model_id.setter def market_model_id(self, value: str): self._property_changed('market_model_id') self.__market_model_id = value @property def risk_measures(self) -> Tuple[RiskMeasure, ...]: """An array of risk measures to get from the risk calculation.""" return self.__risk_measures @risk_measures.setter def risk_measures(self, value: Tuple[RiskMeasure, ...]): self._property_changed('risk_measures') self.__risk_measures = value @property def initial_pricing_date(self) -> datetime.date: """ISO 8601-formatted date""" return self.__initial_pricing_date @initial_pricing_date.setter def initial_pricing_date(self, value: datetime.date): self._property_changed('initial_pricing_date') self.__initial_pricing_date = value @property def backcast(self) -> bool: """Use backcasted portfolio derived from positions on the end date.""" return self.__backcast @backcast.setter def backcast(self, value: bool): self._property_changed('backcast') self.__backcast = value @property def risk_request(self) -> RiskRequest: """A request for a risk calculation""" return self.__risk_request @risk_request.setter def risk_request(self, value: RiskRequest): self._property_changed('risk_request') self.__risk_request = value @property def participation_rate(self) -> float: """Liquidity analytics participation rate.""" return self.__participation_rate @participation_rate.setter def participation_rate(self, value: float): self._property_changed('participation_rate') self.__participation_rate = value @property def approve_rebalance(self) -> bool: """An approved basket""" return self.__approve_rebalance @approve_rebalance.setter def approve_rebalance(self, value: bool): self._property_changed('approve_rebalance') self.__approve_rebalance = value @property def use_risk_request_batch_mode(self) -> bool: """Switch to enable RiskRequest batching""" return self.__use_risk_request_batch_mode @use_risk_request_batch_mode.setter def use_risk_request_batch_mode(self, value: bool): self._property_changed('use_risk_request_batch_mode') self.__use_risk_request_batch_mode = value @property def limited_access_assets(self) -> Tuple[str, ...]: """List of constituents in the basket that GS has limited access to""" return self.__limited_access_assets @limited_access_assets.setter def limited_access_assets(self, value: Tuple[str, ...]): self._property_changed('limited_access_assets') self.__limited_access_assets = value @property def corporate_action_restricted_assets(self) -> Tuple[str, ...]: """List of constituents in the basket that will not be adjusted for corporate actions in the future""" return self.__corporate_action_restricted_assets @corporate_action_restricted_assets.setter def corporate_action_restricted_assets(self, value: Tuple[str, ...]): self._property_changed('corporate_action_restricted_assets') self.__corporate_action_restricted_assets = value @property def backcast_dates(self) -> Tuple[datetime.date, ...]: """List of dates user upload to backcast basket""" return self.__backcast_dates @backcast_dates.setter def backcast_dates(self, value: Tuple[datetime.date, ...]): self._property_changed('backcast_dates') self.__backcast_dates = value @property def base_currency(self) -> Union[Currency, str]: """Base currency""" return self.__base_currency @base_currency.setter def base_currency(self, value: Union[Currency, str]): self._property_changed('base_currency') self.__base_currency = get_enum_value(Currency, value) @property def local_currency(self) -> Union[Currency, str]: """Local currency""" return self.__local_currency @local_currency.setter def local_currency(self, value: Union[Currency, str]): self._property_changed('local_currency') self.__local_currency = get_enum_value(Currency, value) @property def fund_calendar(self) -> Union[PCOFundCalendar, str]: """Holiday Calendar of Fund""" return self.__fund_calendar @fund_calendar.setter def fund_calendar(self, value: Union[PCOFundCalendar, str]): self._property_changed('fund_calendar') self.__fund_calendar = get_enum_value(PCOFundCalendar, value) @property def calculation_currency(self) -> Union[PCOCurrencyType, str]: """Calculation currency type""" return self.__calculation_currency @calculation_currency.setter def calculation_currency(self, value: Union[PCOCurrencyType, str]): self._property_changed('calculation_currency') self.__calculation_currency = get_enum_value(PCOCurrencyType, value) @property def hedge_settlement_interval(self) -> Tuple[PCOParameterValues, ...]: """Default tenor of hedging for each currency""" return self.__hedge_settlement_interval @hedge_settlement_interval.setter def hedge_settlement_interval(self, value: Tuple[PCOParameterValues, ...]): self._property_changed('hedge_settlement_interval') self.__hedge_settlement_interval = value @property def hedge_settlement_day(self) -> Tuple[PCOParameterValues, ...]: """Settlement date of each currency""" return self.__hedge_settlement_day @hedge_settlement_day.setter def hedge_settlement_day(self, value: Tuple[PCOParameterValues, ...]): self._property_changed('hedge_settlement_day') self.__hedge_settlement_day = value @property def roll_horizon(self) -> Tuple[PCOParameterValues, ...]: """Number of days to roll before settlement for each currency""" return self.__roll_horizon @roll_horizon.setter def roll_horizon(self, value: Tuple[PCOParameterValues, ...]): self._property_changed('roll_horizon') self.__roll_horizon = value @property def pnl_currency(self) -> Tuple[PCOParameterValues, ...]: """One of Local and Base""" return self.__pnl_currency @pnl_currency.setter def pnl_currency(self, value: Tuple[PCOParameterValues, ...]): self._property_changed('pnl_currency') self.__pnl_currency = value @property def nav_publication_period(self) -> Tuple[PCOParameterValues, ...]: """Days it takes for a subscription or redemption show up in NAV after it happens""" return self.__nav_publication_period @nav_publication_period.setter def nav_publication_period(self, value: Tuple[PCOParameterValues, ...]): self._property_changed('nav_publication_period') self.__nav_publication_period = value @property def roll_date_zero_threshold(self) -> bool: """If true, rebalance this program when rolling""" return self.__roll_date_zero_threshold @roll_date_zero_threshold.setter def roll_date_zero_threshold(self, value: bool): self._property_changed('roll_date_zero_threshold') self.__roll_date_zero_threshold = value @property def unrealised_mark_to_market(self) -> PCOUnrealisedMarkToMarket: """History of unrealised mark to market of open trades for each currency""" return self.__unrealised_mark_to_market @unrealised_mark_to_market.setter def unrealised_mark_to_market(self, value: PCOUnrealisedMarkToMarket): self._property_changed('unrealised_mark_to_market') self.__unrealised_mark_to_market = value @property def target_deviation(self) -> Tuple[PCOTargetDeviation, ...]: """History of target deviation for each currency""" return self.__target_deviation @target_deviation.setter def target_deviation(self, value: Tuple[PCOTargetDeviation, ...]): self._property_changed('target_deviation') self.__target_deviation = value @property def cash_balances(self) -> Tuple[PCOCashBalance, ...]: """Cash flows for each currency""" return self.__cash_balances @cash_balances.setter def cash_balances(self, value: Tuple[PCOCashBalance, ...]): self._property_changed('cash_balances') self.__cash_balances = value @property def exposure(self) -> PCOExposure: """Total exposure for portfolio""" return self.__exposure @exposure.setter def exposure(self, value: PCOExposure): self._property_changed('exposure') self.__exposure = value @property def settlements(self) -> Tuple[PCOSettlements, ...]: """History of settlements for each currency""" return self.__settlements @settlements.setter def settlements(self, value: Tuple[PCOSettlements, ...]): self._property_changed('settlements') self.__settlements = value @property def show_cash(self) -> bool: """If cash table is shown in UI""" return self.__show_cash @show_cash.setter def show_cash(self, value: bool): self._property_changed('show_cash') self.__show_cash = value @property def show_exposure(self) -> bool: """If exposure table is shown in UI""" return self.__show_exposure @show_exposure.setter def show_exposure(self, value: bool): self._property_changed('show_exposure') self.__show_exposure = value class ReportScheduleRequest(Base): """Parameters in order to schedule a report""" @camel_case_translate def __init__( self, parameters: ReportParameters = None, end_date: datetime.date = None, start_date: datetime.date = None, priority: Union[ReportJobPriority, str] = None, name: str = None ): super().__init__() self.parameters = parameters self.end_date = end_date self.start_date = start_date self.priority = priority self.name = name @property def parameters(self) -> ReportParameters: """Parameters specific to the report type""" return self.__parameters @parameters.setter def parameters(self, value: ReportParameters): self._property_changed('parameters') self.__parameters = value @property def end_date(self) -> datetime.date: """ISO 8601-formatted date""" return self.__end_date @end_date.setter def end_date(self, value: datetime.date): self._property_changed('end_date') self.__end_date = value @property def start_date(self) -> datetime.date: """ISO 8601-formatted date""" return self.__start_date @start_date.setter def start_date(self, value: datetime.date): self._property_changed('start_date') self.__start_date = value @property def priority(self) -> Union[ReportJobPriority, str]: """Report job priority.""" return self.__priority @priority.setter def priority(self, value: Union[ReportJobPriority, str]): self._property_changed('priority') self.__priority = get_enum_value(ReportJobPriority, value)